Systematic Rates Portfolio Manager

Systematic Rates Portfolio Manager

Slough Full-Time 48000 - 72000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Manage and develop systematic trading strategies in rates markets.
  • Company: Join a leading firm leveraging cutting-edge technology and data resources.
  • Benefits: Enjoy competitive pay, flexible working options, and a collaborative culture.
  • Why this job: Be at the forefront of finance, using innovative techniques to drive market success.
  • Qualifications: 5+ years in systematic trading with strong quantitative and programming skills required.
  • Other info: Ideal for those passionate about finance and technology, looking to make an impact.

The predicted salary is between 48000 - 72000 £ per year.

The successful candidate will be responsible for developing, implementing, and managing systematic trading strategies focused on rates markets. The role requires a strong background in quantitative research, signal generation, portfolio construction, and execution optimization within global fixed-income markets. The PM will leverage the firm's proprietary infrastructure, extensive data resources, and execution capabilities to enhance portfolio performance.

Key Responsibilities

  • Develop and manage systematic trading strategies in rates markets, including sovereign bonds, interest rate futures, and swaps.
  • Conduct quantitative research to generate alpha signals and improve trading models.
  • Utilize machine learning, statistical models, and econometric techniques to enhance predictive capabilities.
  • Optimize portfolio construction and risk management to maximize risk-adjusted returns.
  • Collaborate with researchers, quants, and technologists to integrate new models and strategies into the trading framework.
  • Engage with execution and infrastructure teams to enhance execution efficiency and reduce market impact.
  • Continuously monitor and refine strategies to adapt to evolving market conditions.

Key Qualifications & Experience

  • 5+ years of experience in a systematic trading role within a hedge fund or prop trading firm.
  • Proven track record of managing a profitable systematic rates trading strategy, with at least $10m in annual pnl.
  • Strong expertise in fixed-income instruments, including government bonds, interest rate derivatives, and swaps.
  • Deep understanding of quantitative finance, econometrics, and statistical modeling.
  • Proficiency in programming languages such as Python, C++, or Java for strategy development and implementation.
  • Experience working with large financial datasets, time-series analysis, and signal generation.
  • Familiarity with high-performance computing environments and distributed computing frameworks.
  • Strong communication skills and ability to collaborate with a multi-disciplinary team of quants, traders, and engineers.

Preferred Qualifications

  • Experience with market microstructure research and execution optimization.
  • Knowledge of central bank policies and macroeconomic factors influencing rates markets.
  • Familiarity with machine learning applications in systematic trading.
  • PhD or Master’s degree in quantitative finance, mathematics, physics, computer science, or related fields.

Systematic Rates Portfolio Manager employer: Point One - Hedge Fund Talent

As a leading firm in the financial sector, we pride ourselves on fostering a dynamic and inclusive work culture that encourages innovation and collaboration. Our employees benefit from access to cutting-edge technology and extensive data resources, alongside ample opportunities for professional growth and development within the global fixed-income markets. Located in a vibrant financial hub, we offer a stimulating environment where talented individuals can thrive and make a meaningful impact through their work.
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Contact Detail:

Point One - Hedge Fund Talent Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Systematic Rates Portfolio Manager

✨Tip Number 1

Network with professionals in the finance and trading sectors. Attend industry conferences, webinars, or local meetups to connect with individuals who work in systematic trading. This can help you gain insights into the role and potentially get referrals.

✨Tip Number 2

Stay updated on the latest trends and developments in quantitative finance and systematic trading. Follow relevant blogs, podcasts, and research papers to enhance your knowledge and demonstrate your passion for the field during interviews.

✨Tip Number 3

Showcase your programming skills by working on personal projects or contributing to open-source initiatives related to trading strategies. This practical experience can set you apart and provide concrete examples to discuss during interviews.

✨Tip Number 4

Prepare for technical interviews by practising problem-solving and coding challenges that are relevant to systematic trading. Familiarise yourself with common algorithms and data structures used in quantitative finance to boost your confidence.

We think you need these skills to ace Systematic Rates Portfolio Manager

Quantitative Research
Signal Generation
Portfolio Construction
Execution Optimization
Fixed-Income Instruments Expertise
Statistical Modelling
Econometrics
Machine Learning
Programming in Python, C++, or Java
Time-Series Analysis
Risk Management
High-Performance Computing
Distributed Computing Frameworks
Communication Skills
Collaboration with Multi-Disciplinary Teams

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights relevant experience in systematic trading, particularly in rates markets. Emphasise your quantitative research skills and any successful strategies you've managed.

Craft a Strong Cover Letter: In your cover letter, explain why you're passionate about systematic trading and how your background aligns with the company's goals. Mention specific experiences that demonstrate your expertise in fixed-income instruments and quantitative finance.

Showcase Technical Skills: Clearly outline your proficiency in programming languages like Python, C++, or Java. Provide examples of how you've used these skills in previous roles to develop and implement trading strategies.

Highlight Collaborative Experience: Since the role involves working with a multi-disciplinary team, include examples of past collaborations with researchers, quants, and technologists. This will show your ability to integrate new models and strategies effectively.

How to prepare for a job interview at Point One - Hedge Fund Talent

✨Showcase Your Quantitative Skills

Be prepared to discuss your experience with quantitative research and how you've applied statistical models in previous roles. Highlight specific projects where you generated alpha signals or improved trading models, as this will demonstrate your expertise in the field.

✨Demonstrate Your Knowledge of Fixed-Income Markets

Make sure to brush up on your understanding of fixed-income instruments, including government bonds and interest rate derivatives. Be ready to discuss current market trends and how they might impact systematic trading strategies.

✨Familiarise Yourself with Programming Languages

Since proficiency in programming languages like Python, C++, or Java is crucial for this role, be prepared to discuss your coding experience. You might even be asked to solve a problem or explain your approach to strategy development during the interview.

✨Prepare for Collaborative Scenarios

Given the collaborative nature of the role, think of examples where you've worked effectively within a multi-disciplinary team. Be ready to discuss how you’ve integrated new models or strategies into existing frameworks and how you communicate complex ideas to non-technical colleagues.

Systematic Rates Portfolio Manager
Point One - Hedge Fund Talent
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