Quant Analyst, Relative Value Hedge Fund, London
Excellent Package + Substantial Bonus
Large Macro Trading Hedge Fund
Cross-asset derivatives, Fixed Income Relative Value, OO programming
This is one of the best performing hedge funds in London, running global macro strategies across the major asset classes including, interest rates, FX, equities, as well as EM credit and commodities. They now seek an experienced Quant with good IT skills to be responsible for development of pricing models, trading tools, risk management tools, and relative value opportunity identification tools. This is an opportunity to have a significant impact on the team and the wider organisation.
- To work on all aspects of a quant project from start to finish: understanding the business problem, modelling and solving the resultant maths problem, sourcing any required data, and then coding the production solution.
KEY SKILLS & EXPERIENCE:
- Good experience in building cutting edge relative value trading tools and other analytics, which have been profitable
- 1st class degree with MA/PhD in a numerate field from a top-tier University
- Excellent maths intuition
- An intuitive understanding of derivatives and market knowledge
- Minimum 4 years’ experience in OO programming in: C#, C++ or JAVA
- Minimum 3 years’ experience of Derivatives Pricing and Modelling
- Breadth would be appreciated, i.e. not narrowly focused on one particular branch of exotics pricing
- Ability to pick up new skills quickly and adapt to new working environments
- Very good communication skills and a pragmatic problem solver