The Quantitative Researcher will work directly with the portfolio manager, other quant researchers, and developers in a highly collaborative environment, leveraging top-notch research and trading infrastructure to develop and deploy models around alphas, execution, and risk management.
Requirements
- 3-7 years experience in systematic trading in rates/fixed-income derivatives, bonds or futures from top tier funds or banks
- Masters or PhD degree in mathematics, computer science, economics or other related discipline
- Experience with managing and running risk is a plus
Benefits
- Collaborative environment with direct exposure to all aspects of the investment process
- Opportunity to develop and deploy models around alphas, execution, and risk management
- Diversity, Equity and Inclusion initiatives