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Quantitative Strategist, Tier 1 Quantimental Hedgefund (Rates)

Selby Jennings
London, United Kingdom
Closing date
Mar 23, 2023

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
A Tier 1 Quantimental Hedgefund is looking for a quant strategist to support a senior macro PM. Product coverage is mostly rates. This is the chance to be part of a pod-like team structure. Daily responsibilities depend on the daily demands of the PM. This can range from traditional tool-building and analytics, statistical market research, and ad-hoc projects (systematic signal generators, ML analytical tools).

The team are looking for a candidate with 2+ years of experience either supporting a portfolio manager or within a front office QA desk on the sell-side.

  • Rates-Related Modelling / Analytics
  • Macro Market Data Analytics
  • Research (Rates Market Research, Back-testing of strategies, Systematic signal generation, ML tool builders)

  • Advanced STEM degree (MSc/PhD)
  • Strong product knowledge of Rates or Fx is preferable, candidates from a Credit background will also be considered.
  • Strong object-oriented programming skills in an enterprise-level code base. Preferably C# or C++.
  • Strong Communication skills and proven ability to understand the requirements of traders

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