Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest rates strategies to be used in a bond RV trading environment.

� Collaborate with, and contribute to, the Portfolio Manager's outlook and theses through in-depth analysis and research of systematic strategies; 

� Employ statistical & quantitative approaches to complete assignments;

� Work with quant research team to develop analytical models and tools;  

The successful candidate should possess: 

â?¢Â A minimum of a Masterâ??s Degree in Computer Science, Engineering, Economics, Finance, Math, Sciences or Statistics required.

â?¢Â A minimum of 2+ yearsâ?? relevant experience. While experience at a leading buy-side firm is strongly preferred, outstanding candidates from investment banks are also encouraged to apply. 

â?¢ Proven experience within a systematic/quantitative driven fund or within a multi-strategy firm.

� In-depth expertise of global financial markets and products, experience with interest rates is essential (govt bonds would be preferred).

� A high degree of technical aptitude with advanced programming skills in Python being essential.

� Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.

For more information and a conversation in confidence please apply with your CV.