Quantitative Researcher - Rates and FX (New York, ...

A leading multi-strategy hedge fund seeks an exceptional Quant Researcher to join their cutting-edge systematic fixed-income team. This is part of a 5-member team led by an experienced Portfolio Manager. It works on systematic MFT strategies with statistical arbitrage and market-neutral approaches in global exchanges, trading primarily UST Rates, European and UK rates, and FX. Skills and Experience Required3 years of quant research experience in macro productsDeveloped 1.5+ Sharpe Ratio strategiesAdvanced proficiency in PythonStrong background in stochastic calculus, numerical methods, and machine learningExperience with low-latency systems and high-frequency data analysis is highly desirableAdvanced degree (Ph.D. preferred) in Mathematics, Physics, Computer Science, or related quantitative field

Created: 2024-11-09