Quantitative Analyst

Bowden Brown
Published
2 March 2024
Location
London, UK

Description

Quantitative Analyst - Fixed Income - London A well-established hedge fund, that trade a host of asset classes across global markets, are looking to onboard a Quantitative analyst who specialises in linear fixed income products. Commitment to rigorous research, high performance technology and data driven strategies has seen the company generate strong returns, particularly with this area of the business which they're looking to expand. The team is comprised of people with decades of experience across the systematic space, who have had senior researcher roles at the likes of Millennium, Eisler and Citadel. The role will give you a considerable exposure to the markets, with you working closely with both discretionary and systematic traders and PMs - systematising discretionary strategies, backtesting trading ideas and conducting in depth alpha research. The firm are willing to offer a strong compensation for the right candidate - with them looking for someone who has strong linear product knowledge and who is highly proficient in python. A minimum of 2 years experience working within a trading environment is a necessity for this role. Requirements/ Qualifications Expert knowledge of Fixed Income Products At least 2 years experience working in a trading environment A PhD or Masters in one of the following subjects – Mathematics, Physics, Statistics, Econometrics, Computer Science, etc. High level of programming proficiency in Python An eagerness to work in a fast paced and collaborative environment Day to Day: Systematising discretionary strategies Building trading tools for researchers and traders Monitoring the markets and performance of strategies Backtesting, stress testing and analysing systematic strategies Conducting in depth alpha research

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