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My client is a multi-billion, market leading, quantitative hedge fund. Global Fixed Income is one of their major business areas within their firm with a majority of their strategies covering the US, European and Sterling markets. They currently deploy capital in the interest rates and currency markets with a focus on liquid products including government bonds, futures, interest rate swaps and options.
You will be joining the Global Fixed Income Quantitative Development team, which is solely responsible for the development of the Global Fixed Income Pricing, Risk System (Valuation, Risk, PnL Predict/Explain, Scenario Analysis platform), Trading and the integration of models, market data and trades into this system.
You will be primarily involved in the development of real-time trading and risk management systems for proprietary trading
Portfolio Risk and Stress scenarios for rates trading
Historical and model based analysis and ranking of trading ideas in liquid fixed income
Developing global market monitoring and trading tools in liquid fixed income
Undergraduate/Advanced degree in a STEM Degree (Computer Science, Engineering etc)
Experience in programming and problem solving in compiled languages (C++ for Windows/Linux)
Experience with a scripting language (Python preferred, but Perl, Ruby, Small Talk may be considered)
A keen passion and interest in software engineering, who believes in developing advanced software solutions
Excellent written and verbal communication skills
Intellectual curiosity with a strong willingness and desire to learn and share ideas with colleagues
Able to work and communicate effectively with a diverse set of people (Traders, Quants, other Developers, Trading Assistants)
Specific Fixed Income and/or FX domain knowledge
Product knowledge of any of the following: Gov Bonds, Bond Futures (and Options), FX Derivatives, Interest Rate Swaps, Basic Swaps, Deposit Futures (and Options), OIS Swaps, Caps/Floors, Swaptions
If interested please send your CV to Amita.Patel@AnsonMcCade.com or call 020 7780 6700 for more information.