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    Quant Analyst, Global Macro - London, United Kingdom - Point72

    Point72
    Point72 London, United Kingdom

    Found in: Talent UK C2 - 1 day ago

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    Description

    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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