Fixed income/Macro
Location: London, Switzerland, Dubai
A leading hedge fund with £5billion+ per AUM is looking to expand its mid-frequency trading team in fixed income and macro strategies. We're seeking junior to mid-level quantitative researchers or developers with 1-6 years of hands-on experience in quantitative finance. This role offers a unique opportunity to develop and enhance mid-frequency models for fixed income and macro markets, working closely with a skilled team and contributing to impactful trading strategies. The team's PM has a proven track record spanning over 8 years, with 2 years of positive experience at the current company. This means the right quantitative researcher will join a pod where they have the opportunity to learn and develop from their peers and those above them.
Key Responsibilities:
- Develop and refine mid-frequency models to capitalize on opportunities in fixed income and macro markets.
- Conduct quantitative research to identify new signals and optimize existing models using macroeconomic data and fixed income instruments.
- Support model implementation in Python ensuring efficiency and reliability for real-time trading.
- Collaborate with a focused team, gaining exposure to the full lifecycle of mid-frequency strategies within fixed income and macro.
Requirements:
- 1-6 years of experience in quantitative research or development, with a focus on fixed income or macro strategies.
- Proficiency in Python for model development.
- Strong analytical skills and experience working with large datasets in a trading or financial environment.
- Ability to work collaboratively in a fast-paced setting and contribute to the team's performance.
