An experienced Portfolio Manager at a globally leading systematic hedge fund is building out a systematic credit trading team. A team of four right now is looking to add one more headcount for a quant researcher to wear multiple hats within the team.
Collaborate closely with the PM, developers, and senior level researchers to generates alpha strategies in the mortgage credit space.
*Experience with credit/mortgages is a must and overall macro exposure is a nice plus.
*Swaptions, TBA, and CMBX options experience is preferred.
*Hands on development in Python is needed.