Role
Quant analyst for a discretionary macro team focused on rates.
Responsibilities
* Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in developed rates markets
* Develop systematic models and assist with strategy research for discretionary macro investing process
* Develop custom data visualization tools for trading analysis to support the PM
* Develop custom interest rate curve pricing models
* Systemize execution processes for efficiency and transaction cost minimization
Requirements
* 2-3 years of relevant financial services experience in quant research or development
* Understanding of interest rate curve building (either swaps or bonds). Understanding of modern techniques for OIS/Libor swap rate curve building desirable.
* Understanding/ experience analyzing US Treasury and/or European government bond markets preferred
* Strong proficiency in Python programming and data manipulation libraries and experience dealing with datasets (e.g., Pandas, NumPy, SciPy)
* Experience with Dash/Plotly or other visualization software highly desirable
* Experience with database programming languages (e.g. kdb, SQL)
* Strong knowledge of MS Excel (especially using real-time data)
* Strong knowledge of statistics and/or econometrics to perform back-testing
* Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail
* Ability to think creatively
* Curiosity and eagerness to learn, self-motivated and proactive attitude. Willingness to grow professionally
* Commitment to the highest ethical standards
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