Rates Quant - Top Buy Side Fund
  • England,London
  • full-time
  • Competitive salary
Job Description:
Rates Quant - Top Buy Side Fund
London based
Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. The core portfolio structure of intersecting product verticals is designed to deliver for investors in all market conditions.
This team is responsible for development and maintenance of pricing models, trading tools, risk management tools, and relative value opportunity identification tools. They are also the first line of support to the business when it comes to all the derivatives pricing and risk tools that are used.
Our client is looking for a highly capable and experienced Rates quant with strong mathematical and programming skills. You must have experience in building cutting edge rates trading tools and other analytics, which have been profitable. You must be happy working on all aspects of a quant project from start to finish; understanding the business problem, modelling and solving the resultant maths problem, sourcing any required data, and then coding the production solution.
Requirements:
*1st class degree with MA/PhD in a numerate field from a Russell Group University (or equivalent international secondary/tertiary education) + A*/A’s at A-Level or equivalent.
*Experience in building cutting edge Rates trading tools and other analytics, which have been profitable.
*Excellent maths intuition.
*An intuitive understanding of derivatives and market knowledge.
*3 - 7 years + experience working in the financial services industry, ideally some of this being in Rates.
*Experience in data analysis using Python based tools.
*Experience in object-oriented programming in an enterprise-level code base, ideally one of C#, C++ or JAVA.
*Minimum 2 years’ experience of Pricing and Modelling.
*Knowledge of Machine Learning.
*Ability to pick up new skills quickly and thrive in fast-paced environments.
*Good communication skills and a pragmatic problem solver.
*Ability to work independently and with initiative.
*Ability and drive to work in a collaborative team environment.
Job number 1673642
metapel
Company Details:
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