Location: United Kingdom (London, City of) Type: Permanent
My client is a multi-strategy, multi-billion, top 10 hedge fund, looking to build out their Fixed Income team. This is one of the most successful business units within the firm and they are looking to expand their presence in London.
You will be joining the Fixed Income Quant Development team which is currently made up of seasoned, intelligent individuals from multi-disciplinary academics. This team is responsible for developing and building Global Fixed Income pricing, trading and risk systems – Valutations, Risk, PnL – and the integration of models and scenarios into this system.
You will be:
Building and maintain real-time trading and risk management systems for proprietary trading within Fixed Income
Working closely with Senior Portfolio Managers and traders to build strategies and tools
Developing core analytics for proprietary trading
Analysing models and regression-based analysis of trade ideas in liquid fixed income
Developing Quant Portfolio Analytics – including Portfolio Risk and stress testing scenarios
Developing Global Market Monitoring and trade identification trading tools
Technical education should include an Undergraduate or Advanced Science, Technology, Engineering or Mathematics (STEM) Degree.
Solid programming experience with a scripting language, preferably Python
Experience with C++ on Windows or Linux platform
Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
Highly motivated to work in a fast-paced, collaborative environment
Additional Desirable Skills / Experience:
Specific Fixed Income/Derivatives/FX domain knowledge
Product knowledge of any or all of the following: Govt Bonds, Bond Futures (and Options), Inflation Linked Bonds, Interest Rate Swaps, Deposit Futures (and Options), Basis Swaps, Swaptions, OIS Swaps, Caps/Floors, FX Derivatives