A prestigious hedge fund in New York is looking for a Linear Rates Quant to join their investment team.
After an incredibly successful year of trading, two of the top performing PM's at a premier hedge fund in New York are looking for an experienced Rates Quant to join their team. You will gain high visibility in the fund as you improve portfolio PnL through:
- Building out next-gen analytics and curve constructions across vanilla rates products (swaps, bonds, inflations, interest rates, ect.)
- Improve monitoring of products through historical and real-time data
- Develop tools to enhance portfolio construction and automate certain aspects of fundamental strategies.
The ideal candidate should:
- Hold an advanced degree in a quantitative field (i.e. Math, Electrical Engineering, Computer Science, Physics)
- 3+ years experience in a quantitative rates function (vanilla products a plus, buy side experience a plus)
- Commanding knowledge of rates products
- Strong coding experience (Python and/or C++ ideal)
- Ability to communicate well with traders