Systematic Rates Quant/Alpha Researcher - London (Greater), United Kingdom - eFinancialCareers

Description

Supporting a Portfolio Manager, the quantitative researcher/strategist will have optics into the entire investment process, developing systematic interest rates strategies to be used in a bond RV trading environment.

• Collaborate with, and contribute to, the Portfolio Manager's outlook and theses through in-depth analysis and research of systematic strategies;
• Employ statistical & quantitative approaches to complete assignments;
• Work with quant research team to develop analytical models and tools;

• A minimum of a Master's Degree in Computer Science, Engineering, Economics, Finance, Math, Sciences or Statistics required.
• A minimum of 2+ years' relevant experience. While experience at a leading buy-side firm is strongly preferred, outstanding candidates from investment banks are also encouraged to apply.
• Proven experience within a systematic/quantitative driven fund or within a multi-strategy firm.
• In-depth expertise of global financial markets and products, experience with interest rates is essential (govt bonds would be preferred).
• A high degree of technical aptitude with advanced programming skills in Python being essential.
• Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.