An impressive, growing hedge fund with +$5Bn AuM is launching a team focused on FI and are looking for a new Quantitative Researcher/ PM to lead that venture. The hire will be tasked with developing a systematic portfolio focused on FI exotics.
The hire should come from the sell-side and the ideal candidate would have experience with vanilla rates options. They should have a live book of trading and a background as a quantitative strategist.
The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries.
Responsibilities
- Building a FI exotics platform.
- Building tools for efficiency and time saving.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
- Demonstrated experience with both FI exotics and vanilla options.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
FI Portfolio Manager employer: Selby Jennings
Selby Jennings is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the heart of London. Employees benefit from extensive growth opportunities, competitive compensation, and a supportive environment that encourages professional development, making it an ideal place for those looking to make a meaningful impact in the finance technology sector.
