A client of ours, a multi-billion dollars London based Macro Hedge-Fund is looking to grow their dynamic quantitative strategies team. The team is responsible for building pricing models, risk management analytics, trading tools and systematic trading strategies.
They are looking to hire an experienced professional with experience in rates/credit.
You will be part of an award-winning team that is acting on the cutting edge of technology, constructing models using both statistical methods and using new techniques in machine learning/AI.
This role requires:
Prior experience in a Front Office Quant environment/Strat
Prior experience in Rates/Credit or Private Markets trading/investment environment
Strong coding skills in either; Python, Java or C++
A strong academic background, ideally PhD or Master's
Sponsorship is available and a very competitive compensation package is on offer, with significant career advancement opportunities.