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๐ฎ๐ง๐ - ๐๐จ๐ง๐๐จ๐ง - ๐๐ฉ ๐ญ๐จ ยฃ๐๐๐๐ค ๐๐
A very high performing global macro fund, is looking to hire a Senior Quant Analyst to help redesign either their Linear Rates Quant Library, or build a new Bond RV library. Whichever area the candidate specialises in, the other members of the team will focus on the other library.
The business recently spun out of one of the large multi-managers, and is now looking to tailor their data, tools and libraries to suit the firms needs and strategies.
Alongside the development of the Quant Library, you would also be required to build Pricing Models, Curves, as well as a number of other systems closely aligned with the Quant Library.
The team comes from some of the best global macro teams in the top funds, so not only would you be working in a fund with an exceptional track record, but also with a team of highly skilled Quants/Portfolio Managers.
Role:
* Develop a Linear Rates/Bond RV Quant Library from scratch.
* Construct curves and pricing models in either asset class.
* Build/support the surrounding systems.
Requirements:
* Excellent Python skills, ideally with previous experience using Pandas/Numpy
* Strong Linear Rates/BondRV knowledge.
* Previous experience building pricing models, curves and reconciliation systems.
* Ability to work in a stable yet entrepreneurial environment.
For more information, please get in touch at james@durlstonpartners.com
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