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Systematic Rates Quant/Alpha Researcher - Hedge Fund - London

Non-disclosed London, United Kingdom
Posted 29 days ago Permanent 0-999999
Multi-strategy hedge fund is seeking an experienced Systematic Rates Alpha/Quantitative Researcher to join a fixed income trading team in London.

Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest rates strategies to be used in a bond RV trading environment.

• Collaborate with, and contribute to, the Portfolio Manager's outlook and theses through in-depth analysis and research of systematic strategies; 

• Employ statistical & quantitative approaches to complete assignments;

• Work with quant research team to develop analytical models and tools;  

The successful candidate should possess: 

• A minimum of a Master’s Degree in Computer Science, Engineering, Economics, Finance, Math, Sciences or Statistics required.

• A minimum of 2+ years’ relevant experience. While experience at a leading buy-side firm is strongly preferred, outstanding candidates from investment banks are also encouraged to apply. 

• Proven experience within a systematic/quantitative driven fund or within a multi-strategy firm.

• In-depth expertise of global financial markets and products, experience with interest rates is essential (govt bonds would be preferred).

• A high degree of technical aptitude with advanced programming skills in Python being essential.

• Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.

For more information and a conversation in confidence please apply with your CV.  

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