I am working with a Portfolio Manager at an established fund that is looking to bring on a Macro Rates Quant to their team. Specifically, they are looking for someone with strong fixed income knowledge and experience in developing and deploying new signals and strategies. This is an exceptional opportunity to work alongside a PM with an established track record that is looking to bring someone on board before the end of the year
Responsibilities:
- Maintain and develop models in C++ library
- Build and develop analytical models, tools and scripts in Python
- Research and develop trading signal using a variety of datasets
- Collaborate with the PM and the trading team on idea generation, investment process, and execution
Requirements:
- 2+ years supporting a macro/fixed income trading desk.
- Experience modeling interest rates derivatives products
- 2+ years of professional programming experience in Python and C++
- Master's or PhD in a quantitative discipline
- Strong written and verbal communication skills
