Junior Curve Quant Researcher, $2bn Quant Fund, London

Onyx Alpha Partners
Published
25 February 2024
Location
London, UK

Description

Junior Curve Quant Researcher, $2bn Quant Fund, London Summary At the intersection of state-of-the-art statistical inference and proprietary trading of financial markets, our client has been redefining the landscape of quantitative investment since its inception. This is a firm founded by a visionary leader within systematic trading, known for harnessing machine learning algorithms, sifting through large volumes of of data with a fully automated trading pipeline. They boast world-class proprietary trading infrastructure, coupled with the bedrock of collaborative and a peer review research culture, this has earned the firm numerous accolades, where they are stewards of responsible AI, and pioneering work in the financial markets. The Role: We are actively seeking a Junior Rates Curve Quant Researcher to bolster the firms growth trajectory into fixed income markets. You'll be instrumental in researching and deploying quantitative models for interest rate curves, playing a key role in harnessing real-time market data for innovative relative value systematic trading strategies. Key Responsibilities: Develop sophisticated quantitative models for interest rate curves. Leverage real-time market data to unearth insights that inform cutting-edge trading strategies. Collaborate closely with quantitative researchers and developers to refine pricing and risk management tools which will feed into a systematic trading program. As a first hire into this product you will have the unique opportunity to driven innovation and excellence, playing a significant role our collective success. Essential Qualifications: Masters or PhD Degree in computer science, statistics, engineering, finance, quantitative finance, mathematics, or a related field Solid grounding in financial mathematics, quantitative modeling, and programming languages (Python, C++). Exceptional analytical and problem-solving abilities, with a keen eye for detail. Experience with modern applications of interest rate curve construction, risk management practices, and trading strategies is required. Desired Experience: Up to 3 years of experience in quantitative finance, knowledge of interest rate products, derivatives modelling, and the fixed income market required. Would be an added benefit to have exposure to non-traditional modeling techniques ("machine learning"). What's In It For You? This is particularly attractive role for quants who are involved in swap curve modelling in banks or hedge funds that are using tried and tested approaches but have a desire to push the boundaries of innovative research. Tired of the same repetitive work? Feel like it would be exciting to leverage the full potential of AI and automation in to the way you approach curve calibration and risk sensitivity calculations? Apply Through Onyx Alpha Partners: At Onyx Alpha Partners, we are committed to connecting the most sought-after talent in the financial world to opportunities that expand the universe of unconstrained performance within their chosen discipline. If this opportunity aligns with your career aspirations, we encourage you to apply and explore the potential for growth and unparalleled success.

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