We are partnered with a High Performing Hedge fund ($55bbn AUM) with offices in Connecticut and NY looking for a Rates Alpha Researcher.
- Alpha Research for the Rates Trading Desk
- Provide research and generate signal in real time for trading desk
- Core Analysis for Linear Rates and Options RV proprietary trading
- Linear Rates Relative Value
- experience with Swaps, Interest Rate and Bond Futures, Nominal and Inflation-Linked Sovereign Bonds across G10 markets
- Experience with relative value indicators for flow OTC and Exchange interest rates options - swaptions, etc.
- Automate (systematically) and research discretionary strategies:
- backtesting historical strategies
- developing portfolio optimization tools for portfolio construction
- Developing trading tools for Rates Products
- Leverage real time data feeds on fixed income markets
- Develop linear rates trading tools