I am currently working with a $40BN AUM Hedge Fund in the New York City area that is actively looking for strong Quantitative Developers within the Fixed Income and Credit space to directly support a Senior PM team focused on Relative Value strategies across IG, HY, and EM Credit products.
They are looking for exceptional Quantitative Developers who have experience supporting a Fixed Income, Credit trading, Credit Algo, or Bond trading desk to work alongside the PM in developing and implementing Relative Value models to support their systematic strategies. Ideally, this individual will have programming experience and familiarity within Python, SQL, and C++. This is an excellent opportunity to join a very successful and established PM team within a competitive and fast-paced environment.
Key Responsibilities:
- Work alongside the PM and researchers to develop Relative Value models to support systematic trading strategies across Fixed Income, Credit, and Bonds products
- Develop, implement, and maintain various frameworks and analytic and trading tools to support researchers and traders within the group
Key Qualifications:
- 2+ years of experience supporting a Credit or Fixed Income trading desk working on the development of RV models and various tools for the team to utilize
- In-depth knowledge of fixed income and credit products across IG, HY, Corporate Bonds, and Emerging Markets
- Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python, SQL, and/or C++
