| Quantitative Researcher - Fixed Income Derivatives Trading |
| Location |
Chicago, IL, USA |
| Start date |
ASAP |
| Position type |
Perm |
| Duration |
N/A |
| Remuneration |
$$Excellent + Bonus |
| Job Ref |
RF_QR272 |
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| My client, a strong investment firm based in Chicago is seeking a Quantitative Researcher with strong derivative pricing skills |
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They are looking for a talented individual with strong fixed income derivative experience to join their Quantitative Research team. They conduct research in order to develop faster, more accurate tools to analyse the markets.
You will have had experience with some of the following products and strategies: Butterfly and Calendar Spreads, curve steepners /flattenners, Eurodollar futures, Fed Funds, synthetic bonds, bundles and packs, Treasury Notes and yield curve analysis.
Responsibilities:
- Design and develop derivative pricing models relating to Interest Rate derivatives and Fixed Income products
- Automation of trading strategies
- Statistical analysis of market data
- Design elegant solutions for problems presented on the trading floor
Requirements:
- 2+ years experience as a Quantitative Analyst working with IR derivatives
- Quantitative degree, ideally M.S
- Strong development skills, C++/Matlab or similar
- Passionate about solving puzzles and problems
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| Recruit Hedge Fund Associates. |
| UK +44 (0)870 1118089 |
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US +1 212 763 5575 |
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EU +44 (0)870 1117800 |
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