A $17bbn Multi-Strat Fund in NYC is looking for fill (2) Quant Research roles: Rates and Rates Options in their Global Macro team. The QRs will directly support IR Portfolio Managers in the business.

The QR will be entrusted with curve and pricing model development that will impact PnL and performance of their books. The ideal candidate will have:

--3+ years experience working with Rates or Rates Options products (buyside OR sellside OK)

--Strong Python and C++ skillset

--Advanced STEM degree

--Ability to work directly with PM and tackle ad hoc projects