Skip to main content

This job has expired

You will need to login before you can apply for a job.

Quantitative Strategist, Tier 1 Quantimental Hedgefund (Rates)

Employer
Selby Jennings
Location
London, United Kingdom
Salary
Negotiable
Closing date
Mar 23, 2023

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

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

Requirements:
  • 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

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert