ROLE

Quant analyst for a discretionary macro team focused on rates.

RESPONSIBILITIES

• Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in developed rates markets
• Develop systematic models and assist with strategy research for discretionary macro investing process
• Develop custom data visualization tools for trading analysis to support the PM
• Develop custom interest rate curve pricing models
• Systemize execution processes for efficiency and transaction cost minimization

REQUIREMENTS

• 3-5 years of relevant financial services experience in quant research or development on a sell-side trading desk or hedge fund
• Understanding of interest rate curve building (either swaps or bonds). Understanding of modern techniques for OIS/Libor swap rate curve building desirable.
• Understanding/ experience analyzing US Treasury and/or European government bond markets preferred
• Strong proficiency in Python programming and data manipulation libraries and experience dealing with datasets (e.g., Pandas, NumPy, SciPy)
• Experience with Dash/Plotly or other visualization software highly desirable
• Experience with database programming languages (e.g. kdb, SQL)
• Strong knowledge of MS Excel (especially using real-time data)
• Strong knowledge of statistics and/or econometrics to perform back-testing
• Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail
• Ability to think creatively
• Curiosity and eagerness to learn, self-motivated and proactive attitude. Willingness to grow professionally
• Commitment to the highest ethical standards