A multi billion dollar hedge fund is seeking a highly motivated Fixed Income Quant Researcher with a focus on fixed income products, including treasury futures, swaps, TBAs, credit indices, CMBX to join their team. The ideal candidate will have a strong background in mathematics, statistics, and computer science, as well as experience working with large financial datasets, designing quantitative models and generating high-quality returns.
- Develop and implement quantitative models for alpha generation in fixed income products, using statistical and econometric techniques.
- Analyze and interpret large financial datasets, identifying patterns and trends in fixed income products, including treasury futures, swaps, TBAs, credit indices, CMBX.
- Collaborate with other researchers and portfolio managers to identify and capitalize on investment opportunities.
- Design systematic research methods to generate high-quality returns through US fixed income products.
- Communicate research findings and recommendations to senior management and traders
- Stay up-to-date with the latest developments in fixed income volatility research and incorporate new techniques into the firm's models and strategies.
- PhD in a quantitative field such as mathematics, statistics, or computer science.
- Strong programming skills, particularly in Python and R.
- Experience working with financial data and developing quantitative models.
- Familiarity with fixed income securities and financial markets, particularly in the US.
- Strong analytical and problem-solving skills.
- Excellent communication and presentation skills.
For a confidential discussion about this role, or to discuss similar opportunities in the investment management sector please contact Thomas Hennelly - firstname.lastname@example.org.