A systematic fixed income desk at a large multi-manager hedge fund based in NYC is seeking a quantitative developer to join a small team run by a senior portfolio manager who is a former head of trading at a Tier 1 investment bank. This team will provide full autonomy to an experienced quantitative developer to play a vital role in a trading team focused on fixed income.
- Model Development for Investment Grade, High Yield, and Emerging Markets
- Develop relative value models for systematic fixed income trading (FICC).
- Model development for credit bond ALGO and relative value models
- Python, SQL, and C++
- Collaborate with PMs and understand investment strategies.
- Build and expand on current infrastructure for systematic risk
- Experience working as an engineer in a quantitative trading environment
- Understanding of fixed income and, ideally, bonds
- Expertise in Python programming
- Ability to work in a small team and communicate effectively