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- Tasks: Support a Portfolio Manager by developing systematic interest rates strategies for bond trading.
- Company: Join a leading hedge fund in London, known for its innovative investment strategies.
- Benefits: Enjoy a dynamic work environment with opportunities for professional growth and collaboration.
- Why this job: Gain insights into the entire investment process while working with top professionals in finance.
- Qualifications: Master’s Degree in relevant fields and 2+ years of experience in quantitative finance required.
- Other info: Proficiency in Python and strong communication skills are essential for success.
The predicted salary is between 48000 - 72000 £ per year.
Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest rates strategies to be used in a bond RV trading environment.
Responsibilities:
- Collaborate with, and contribute to, the Portfolio Manager\’s outlook and theses through in-depth analysis and research of systematic strategies;
- Employ statistical & quantitative approaches to complete assignments;
- Work with quant research team to develop analytical models and tools;
The successful candidate should possess:
- A minimum of a Master’s Degree in Computer Science, Engineering, Economics, Finance, Math, Sciences or Statistics required.
- A minimum of 2+ years relevant experience. While experience at a leading buy-side firm is strongly preferred, outstanding candidates from investment banks are also encouraged to apply.
- Proven experience within a systematic/quantitative driven fund or within a multi-strategy firm.
- In-depth expertise of global financial markets and products, experience with interest rates is essential (govt bonds would be preferred).
- A high degree of technical aptitude with advanced programming skills in Python being essential.
- Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.
For more information and a conversation in confidence please apply with your CV.
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Systematic Rates Quant/Alpha Researcher - Hedge Fund - London employer: eFinancialCareers
Contact Detail:
eFinancialCareers Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Systematic Rates Quant/Alpha Researcher - Hedge Fund - London
✨Tip Number 1
Make sure to brush up on your knowledge of systematic interest rates strategies. Familiarize yourself with the latest trends and models in bond RV trading, as this will help you engage more effectively during interviews.
✨Tip Number 2
Network with professionals in the hedge fund industry, especially those who work in quantitative research. Attend relevant conferences or webinars to connect with potential colleagues and gain insights into the role.
✨Tip Number 3
Prepare to discuss your experience with programming in Python. Be ready to showcase specific projects or models you've developed, as technical aptitude is crucial for this position.
✨Tip Number 4
Stay updated on global financial markets and products, particularly in relation to interest rates and government bonds. This knowledge will not only help you in interviews but also demonstrate your passion for the field.
We think you need these skills to ace Systematic Rates Quant/Alpha Researcher - Hedge Fund - London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your relevant experience in quantitative research and systematic strategies. Emphasize your technical skills, especially in Python, and any experience you have with interest rates and global financial markets.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the role and the company. Discuss how your background aligns with the responsibilities outlined in the job description, particularly your experience in collaborating with portfolio managers and developing analytical models.
Showcase Your Analytical Skills: Provide specific examples of past projects or research where you employed statistical and quantitative approaches. Highlight any successful strategies you developed and how they contributed to investment outcomes.
Prepare for Technical Questions: Be ready to discuss your programming skills and quantitative methods during the interview process. Prepare to explain complex concepts in a way that is accessible to both quant and investment professionals.
How to prepare for a job interview at eFinancialCareers
✨Showcase Your Technical Skills
Make sure to highlight your advanced programming skills in Python during the interview. Be prepared to discuss specific projects or models you've developed, as this will demonstrate your technical aptitude and relevance to the role.
✨Demonstrate Your Market Knowledge
Since the position requires in-depth expertise of global financial markets, especially interest rates, come prepared with insights on current market trends. Discuss how these trends could impact systematic strategies and bond RV trading.
✨Prepare for Quantitative Problem-Solving
Expect to face quantitative problems or case studies during the interview. Practice solving similar problems beforehand, as this will showcase your analytical skills and ability to apply statistical approaches effectively.
✨Communicate Effectively
Given the need to operate seamlessly between quant and investment professionals, practice articulating complex quantitative concepts in a clear and concise manner. This will help you demonstrate your outstanding written and verbal presentation skills.
