A top performing systematic hedge fund in NYC is actively seeking a Senior Quant Modeler to spearhead development on their linear rates models/libraries. This is a greenfield initiative that will allow you to leverage prior experience and take ownership of the entire research agenda, from design to implementation.
The fund is looking for a mid-senior level QR who can work alongside another veteran QR in the space and build out vital models and analytics to support Fixed Income trading desks globally. This role will require you to build out end-to-end models from scratch that will be leveraged by the entirety of the fund.
The Ideal Candidate Will Have:
- 4+ years experience working w/ linear rate products (buyside or sell side OK)
- Clean, efficient C++ coding skillset
- Previous experience development/implementing new models from scratch
- Strong communication skills and ability to interact with traders/PMs directly
- Desire to work in a fast paced environment
