T Posted byRecruiterMulti manager are recruiting a macro relative value research analyst for their London quant team.
The Research Analyst will report to a Senior Portfolio Manager and will be working with the PM to focus on developing research and trade ideas across various fixed ie relative value strategies in the G10 rates markets, building analytics, executing trades, and managing sell-side relationships with the PM.
Role :-
1. Build and backtest various linear and non-linear fixed ie trade identification tools
2. Work with the Senior PM to formulate and develop trade ideas across the G10 rates markets
3. Work with the Senior PM to build quantitative tools and models that assist with trade ideas, portfolio construction and risk management across the Europeanernment bond markets
4. Help manage a portfolio of fixed ie trades and investments
5. Develop and maintain sell-side relationships
6. Trade execution and management
7. Conduct ongoing, fundamental, and technical research to support and enhance the investment activities of the group
8. Develop to be a sub-PM within the pod
Requirements :-
9. 2-5 years of experience at a hedge fund and/or a sell-side rates desk
10. Understanding of fixed ie products:ernment bonds, swaps, swaptions, bond futures and options, STIR futures and options, plus potentially analyzing more vanilla exotics (, curve caps, inflation options)
11. Good quantitative skills
12. Knowledge and ability to work throughout the trade cycle:pleting risk-assessment analysis, trade structuring and implementation to the point of execution
13. Strong programming skills in Python, Excel VBA
14. Collaborative individual who is willing to discuss both technical and fundamental views with various areas of the firm
15. Team player and adaptive to different market environments
Apply:-
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