Macro Rates/RV QR - $11BN AUM Hedge Fund - NYC
One of the top global multi-manager hedge funds is looking to bring on a strong Macro/Rates RV QR to their team. This individual will support a brand-new trading pod on the platform that is lead by an industry veteran with 10+ years of experience, who is looking for an experienced QR to support the team.
Sitting directly alongside the PM, this individual will work on the research and development of systematic strategies across US/EU Rates and FX Futures. This is an excellent opportunity for a skilled FI QR to take the next step in their career, supporting a very large book within the business.
Job responsibilities include:
- Research and development of US/EU Rates and FX futures systematic strategies
- Conduct and lead alpha research and strategy development within the pod
- Development and maintenance of trading tools for the trading desk
- Research and implementation of new portfolio optimization tools
- Work collaboratively with senior QR's on the development of alpha strategies
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Python or C++ programming skills
- 2+ years of buyside fixed income QR experience
- Background experience in machine or statistical learning a plus
This is a crucial hire for the team with excellent long term career potential. The PM is managing a significant book in terms of AUM and is willing to sit out lengthy non-competes (over 12 months) for a strong candidate.