A global Hedge Fund, renowned for their innovative approach to finance and investment, are currently seeking an experienced Quantitative Analyst to spearhead a greenfield project within their Rates business.
You will play a pivotal role in developing and implementing quantitative strategies within interest rate derivatives, laying the foundation for expanding into other asset classes, including Equities, FX, and Commodities. This is a high-impact role for a subject matter expert looking to take their career to the next level.
- Utilise your expertise in volatility trading and curve building to develop and enhance quantitative trading strategies within interest rate derivatives.
- Conduct in-depth quantitative analysis and research to identify trading opportunities and mitigate risks.
- Collaborate with cross-functional teams to optimise trading systems and strategies.
- Play a crucial role in the development of quantitative models and tools.
- Contribute to the expansion of quantitative strategies into other asset classes
- Proven experience as a Quant Analyst with expertise in Interest Rate Derivatives.
- Strong programming skills in languages such as C++, Python or R.
- Excellent quantitative modeling and analytical abilities.
- A deep understanding of volatility trading, curve building, and quant analytics.
- Effective communication skills and the ability to collaborate with cross-functional teams.