I am currently working with a $40BN AUM Hedge Fund in the California area that is actively looking for strong Quantitative Researchers within the Fixed Income and Credit space to directly support a PM team focused on Relative Value strategies within credit and macro credit products.
They are looking for exceptional Researchers and Analysts who have experience supporting a Fixed Income/Credit Trading desk to conduct research and signal generation across CDX, Corporate Bonds, ETFs, and broader macro credit products. This individual will work in small, collaborative team directly with the PM on building intraday signals and strategies, as well as assisting in building out tools and analytics for the team. This is an excellent opportunity to join a very successful PM in building out a new team within a competitive and fast-paced environment.
Key Responsibilities:
- Conduct research and develop of relative value credit and macro credit strategies
- Collaborate with the PM in conducting full-cycle research from on boarding various traditional, alternative, and fundamental data sets, to signal generation, and through strategy deployment
- Collaborate with the rest of the team and technologists to further build upon the research and analytics tools and frameworks for the group
Key Qualifications:
- 1 - 5 years of experience supporting a Credit/Macro Credit/Fixed Income trading desk working on signal generation and tool development
- In-depth knowledge of fixed income products, specifically across CDX, Corporate Bonds, and ETFs
- Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python as well as experience with SQL databases
