EM Rates Quant Researcher | NY/CT
Our client is a rapidly growing systematic macro hedge fund based in New York, seeking to hire an EM Rates Quant Researcher to join their Quant Research team, directly under a high performing PM. The successful candidate will be responsible for researching and analyzing market data, evaluating and improving existing quantitative models, as well as conducting alpha research for the book.
Responsibilities
* Research and analyze market data to develop new quantitative models for pricing and risk management of EM Rates products
* Evaluate and improve existing quantitative models to ensure they are accurate and effective
* Work closely with the PM and other members of the Quant Team to develop new research ideas
* Present research findings to senior management and other stakeholders
* Stay up-to-date with emerging trends in the market
Skills
* Strong analytical skills with experience in quantitative analysis
* Experience with EM or USD Rates products is preferred
* Experience with statistical modeling and programming languages such as Python, C++, R or Matlab
* Experience with data analysis and visualization tools such as Excel, Tableau or VBA
* Excellent communication skills and the ability to work effectively in a team environment
Qualifications
* A graduate degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science or Engineering is preferred
* Knowledge and experience in EM or USD Rates markets and products
* Excellent communication skills and a growth mindset
* Excellent analytical skills required
