Macro Relative Value Research Analyst
  • England,London
  • full-time
  • Competitive salary
Job Description:
The Research Analyst will report to a Senior Portfolio Manager and will be working with the PM to focus on developing research and trade ideas across various fixed income relative value strategies in the G10 rates markets, building analytics, executing trades, and managing sell-side relationships with the PM. 
Role :-
* Build and backtest various linear and non-linear fixed income trade identification tools
* Work with the Senior PM to formulate and develop trade ideas across the G10 rates markets
* Work with the Senior PM to build quantitative tools and models that assist with trade ideas, portfolio construction and risk management across the European government bond markets
* Help manage a portfolio of fixed income trades and investments
* Develop and maintain sell-side relationships
* Trade execution and management
* Conduct ongoing, fundamental, and technical research to support and enhance the investment activities of the group
* Develop to become a sub-PM within the pod
Requirements :-
* 2-5 years of experience at a hedge fund and/or a sell-side rates desk
* Understanding of fixed income products: government bonds, swaps, swaptions, bond futures and options, STIR futures and options, plus potentially analyzing more vanilla exotics (e.g., curve caps, inflation options)
* Good quantitative skills
* Knowledge and ability to work throughout the trade cycle: completing risk-assessment analysis, trade structuring and implementation to the point of execution
* Strong programming skills in Python, Excel VBA
* Collaborative individual who is willing to discuss both technical and fundamental views with various areas of the firm
* Team player and adaptive to different market environments
Apply:-
Please send a PDF CV to
Job number 1482123
metapel
Company Details:
, eFinancial Careers
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