The teams strategy covers Convertible Bonds and Debt Equity models, and they are looking for a Quant Researcher who has experience in developing models using the Merton Model for their convertible bonds and converts arb strategy.
You will need:
- Experience programming in python or java
- Hands on experience using Merton Modeling
- Ideally worked at a reputable quantitative hedge fund/team
- 5 years of experience minimum
- Knowledge of the investment process, from idea generation to integration
This role will pay competitively!