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Global Discretionary Macro Convexity Fund – Interest Rate and Volatility Strategist
Candidate must have a background and practical experience in identifying opportunities in fixed income and volatility markets. The candidate must have a keen understanding of money market basis, spreads, cross currency, inflation, and have expertise in volatility and will be responsible for building and testing models to identify opportunities as well as methods for timing duration & yield curve trades. The right candidate will be part of the senior investment team's idea generation process and will be expected to scan & identify unique asymmetric trading opportunities while monitoring global markets trends. Previous work experience working on a sell-side or buy-side fixed income research group preferred. The position requires someone who enjoys working in a team oriented environment. Traders wishing to independently manage their own book and not work as part of a team should not apply to this position.
Experience in: Interest rate and basis swaps, cross currency basis, spreads, inflation products, volatility surfaces, swaptions and caps/floors
3 -10 years of experience in quantitative research focused on rates markets
Proven ability to build and test quantitative investment models
Ability to perform creative/unique research
Prior experience using high level programming language (eg. R, Matlab, Python) as a research tool