Quantitative Researcher, Fixed Income Relative Value

JOB DESCRIPTION

We are looking for a Quantitative Researcher to be part of a collaborative team based in Connecticut, with a focus on systematic, short-term relative value strategies in global rates markets.

Responsibilities:

• Combine sound financial insights and statistical techniques to explore, analyze, and harness predictive information from a large variety of data sets in global rates markets
• Research and develop short-term signals which will be deployed in systematic trading strategies
• Aid in developing and extending the team's proprietary research platform
• Collaborate with the Senior Portfolio Manager and the trading group in a transparent environment, engaging with the whole investment process
• Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research

Preferred Technical Skills:

• Strongly skilled in Python
• Experience and success working with large and diverse data sets
• Bachelor's, Master's, or PhD in Statistics, Econometrics, Computer Science, Astrophysics, Astronomy, or STEM-related data heavy fields
• Excellent communication, analytical and problem-solving skills
• Graduate training in Time Series or Signal Processing (plus)

Preferred Experience:

• 5 years of experience working in a computational, quantitative, or data-rich research position
• SDLC experience
• 2-3 years of experience in the financial industry (plus)
• Highly Valued Relevant Experience:
• Experience building relative value strategies in global rates markets such as yield curve arbitrage, and fixed income spread trading
• Experience in yield curve modeling
• Experience in quantitative, econometrics, asset pricing, or macro sub-fields