I am currently working with top Hedge Fund with $50bn+ AUM that is actively expanding a new team based in New York. Given they are in the initial stages of building out this team from scratch they are looking for individuals that have either just completed their Master's or PhD (preferred) or with up to 10 years of industry experience. Overall, they need Quant Researchers with direct exposure to a systematic trading environment or expertise in focusing on TBAs, CMBS and CDX.
- Conduct systematic alpha research across fixed income products
- Develop and implement risk constraints into portfolio construction
- Conduct research in effort to optimize execution
- Develop and build tools needed for trading, risk, and monitoring the portfolio
- 1-10 years of professional experience in a fixed income systematic trading team
- Masters or Ph.D. in a quantitative discipline specifically applied mathematics, computer science, statistics, and operations research
- Strong Python programming skills