A rapidly-growing quantitative hedge fund in London that are looking for a Quantitative PM to help build out their fixed income trading efforts. A successful live trading track record of at least two years is required.
- Research, develop and implement systematic trading strategies across the fixed income space
- Analyzing data sets to optimize portfolio allocation and trade multiple fully systematic strategies
- Active portfolio rebalancing and trading given market conditions
- Market microstructure research and alpha signal research
- A live track record of at least one year trading fixed income
- Programming and quantitative skills particularly in Python
- Masters degree or PhD in a computational field