Macro Credit/FI Quant Researcher - $12BN AUM Hedge Fund
One of the top multi-manager hedge funds ($12BN AUM+) in NYC is looking to add a Quantitative Researcher to a small and collaborative PM team. The PM has an incredible track record and is looking to further expand their strategies across CDX, Fixed Income ETFs, Rates Options and Corporate Bonds.
This is an amazing opportunity for a candidate looking to take the next step in their career with a challenging new role at a premier fund. In addition to working alongside a well-respected and strong performing PM, you will have the opportunity to research and implement your own intraday and/or daily trading signals from day one.
Responsibilities will include:
- Research and analytics on an array of data sets (traditional and alternative)
- Conduct quantitative research on intraday and/or daily trading signals with a focus on relative value and macro strategies
- Work directly with a portfolio manager to research, develop and implement multiple new ideas based on data signals
- Ad-hoc support for other projects and tools within the team
Ideal candidates should possess:
- 2+ years of experience working hands on with macro credit, corporate bonds, rates volatility or other credit products in a front office modelling/trading capacity
- Exceptional programming and quantitative skills (python and SQL), and experience works with large scale data sets/analytics
- Masters or PhD in a quantitative field from a top ranked university
- Excellent communication skills and the ability to articulate ideas and work to colleagues
If there is an interest, please click the APPLY NOW button below.