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Salary Multi-strategy Hedge Fund is seeking an experienced Systematic Rates Alpha/Quantitative Researcher to join a fixed income trading team in London.
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.
- 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.
