Job Description
The Firm
We are working with one of the world’s leading and biggest multi-strategy hedge funds. Their strategies span the discretionary and systematic spectrum. The firm is expanding their Discretionary Macro Investment team and this hire is part of the growth.
The Role
The firm is looking for an experienced Macro Desk Quant. The successful candidate will be supporting a macro PM by researching market trends and anomalies in developed rates markets.
Responsibilities
* Building quantitative tools and providing data analysis, research potential alpha-generating opportunities
* Build bespoke data visualisation tools for trading analysis and developing curve pricing models
* Develop quantitative models and support strategy research for macro trading strategies
Requirements
* 2-4 years of experience in a front office quantitative seat
* Knowledge of curve building (swaps/bonds) and techniques for OIS/LIBOR swap rate curve building
* Experience in US Treasury and/or European government bond markets preferred
* Proficient in Python programming and data manipulation libraries
* Experience with database programming languages and MS Excel (for using real-time data)