The Firm
We are working with a prestigious multi-billion dollar hedge fund, that focuses mainly on equities, fixed income and quantitative trading strategies.
The Role
They are building out the Macro Portfolio Pricing function and are seeking to onboard a Quant Specialist to join the team. You will be responsible for portfolio analytics and valuations for the Portfolio Managers.
Responsibilities
- Develop pricing methodologies for fixed income products
- Work closely with the quant group and the Portfolio Managers to provide intraday pricing, valuations, and PnL analysis
- Improve pricing processes and models for fixed income
Requirements
- Previous experience in Quant and Model Validation, especially in rates and credit products
- Experience with pricing methodologies and mathematical modelling
- Understanding of market data quoting conventions
- Strong ability to communicate technical concepts
- Bachelor's, Master's or PhD degree from a top-tier university in a technical or quantitative field (eg: math, physics, statistics, computer science and engineering, etc.)