Quantitative researcher – FICC – Multiple leading Hedge Funds

Bluefin Talent
1 October 2023
London, UK


Our clients, global leading hedge funds are hiring world class talent to come join their teams. Job Description Seeking somebody who has sound financial insights and statistical techniques to explore, analyse, and harness predictive information from large data sets. Research and develop short-term signals which will be deployed in systematic trading strategies. Aid in developing and extending the team’s proprietary research platform. Collaborate with the Senior Portfolio Manager and the trading group in a transparent environment, engaging with the whole investment process. Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research. Preferred Technical Skills: Strong Python experience Experience in working with large data sets. Bachelor’s, Master’s, or PhD in Statistics, Computer Science, Astrophysics, Excellent communication, analytical, and problem-solving skills 5 years of experience working in a computational, quantitative, or data-rich research position SDLC experience 2-5 years of experience in the financial industry (plus) Experience in building relative value strategies in FICC Experience in yield curve modelling Experience in quantitative, econometrics, asset pricing, or macro sub-fields If you meet this criterion, please apply or if you know anyone that would be relevant for the role feel free to connect and refer them


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