Linear Rates Quantitative Researcher

About

Multi-strategy hedge fund is seeking an experienced Linear Rates Quantitative Researcher to join an established team based in Paris.

Working with a team of experienced fixed income QRs, the individual will collaborate with rates portfolio managers to develop and enhance strategies, build tools and analytics as well as the ongoing development of their core quantitative analytics library.

Requirements

• A minimum of a Master’s Degree in Computer Science, Engineering, Quantitative Finance, Financial Engineering, Math, Sciences or Statistics is required.
• A minimum of 2+ years’ relevant experience (QR/desk quant/core modelling) working at a hedge fund, asset manager or investment bank.
• In-depth expertise of global financial markets and products – it is essential to have experience with rates products, with a strong preference for government bonds, swaps or inflation.
• A high degree of technical aptitude with advanced programming skills in Python being essential. In addition, C++ would be beneficial but not a prerequisite.
• 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.