Responsibilities Will Include
- Research and implement key methods and technologies to facilitate the quantitative investment process of interest rates and emerging markets products.
- Research cutting edge statistical and data models and implement machine learning techniques across the platform.
- Develop a well rounded understanding of the interest rates and em market in order to drive and assist with strategy generation and implementation.
- Work in close collaboration on a research based platform.
- PhD/ Masters in a quantitative field (maths, statistics, engineering, physics, economics)
- Strong coding experience (C++/ C#, python)
- Experience with Fixed Income mathematical modelling
- At least 1 year experience within a front office environment, all exp levels above this will be considered.
- Experience working with large data sets and time series modelling is a plus.
- Strong communication exp with trading.