At a Glance
- Tasks: Lead the development of a systematic portfolio focused on FI exotics.
- Company: A growing hedge fund with over $5Bn in assets under management.
- Benefits: Competitive salary, high-quality data, and robust infrastructure.
- Other info: Fast-paced environment with opportunities for innovation and growth.
- Why this job: Join a dynamic team and make an impact in the world of finance.
- Qualifications: Advanced degree in a quantitative field and experience with FI exotics.
The predicted salary is between 60000 - 80000 £ per year.
An impressive, growing hedge fund with +$5Bn Au M 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#.
- #J-18808-Ljbffr
We think you need these skills to ace FI Portfolio Manager in London
Quantitative Research
Portfolio Management
Fixed Income Exotics
Vanilla Options
Risk Modelling
Factor Modelling
Advanced Mathematics
