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Macro Quantitative Analyst to work closely with Senior Macro Portfolio Manager at a leading hedge fund. This is a unique opportunity to join a leading team with strong career growth prospects. Details:
-develop and deploy FX/Rates Forwards/NDF/Futures/Swaps/Options/Light Exotic trading strategies, pricing/risk models.
-support and liaise on quant issues, basically developing and prototyping pricing and trading tools for use by PM.
-work closely with IT to integrate models into systems.
Must have strong programming skills.
Open to consider candidates with Credit/Rates/Hybrid/FX backgrounds and with strong pricing modelling experience, and min 1 years of experience.