Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC

New York
Ref: FIRV-2203
Seven Figure Package
Leading Global Hedge Fund
Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python

This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices.  Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L.  Experience gained in a Systematic Fund active in the Options space will be ideal.


  • Refine existing trading strategies & develop of tools to improve the portfolio
  • Strong focus on Options Strategy design and Back testing
  • Develop systematic trading strategies from idea generation through back-testing and final output
  • Contribute to the growing library of tools and analytics used to develop and deploy options trading strategies.


  • 5-10 years in Rates/FX modelling swaptions or equity options
  • Strategy design & Backtesting with strong, practical markets knowledge
  • A Desk Strat background and/or experience of a Systematic Fund active in the Options space
  • Excellent options modeling, pricing, risk methods, skew (e.g. SABR), Stoch & Loc Vol, term-structure
  • Very comfortable with and enjoy working directly with traders/PMs
  • Excellent Python & C++.   Proficient at developing Excel trading tools
  • Time series analysis and data mining/machine learning skills
  • Master’s or PhD in Math, Physics, Stats, Comp Sci, etc.