Fixed Income (Interest Rates) Quant, Hedge Fund, Geneva, Switzerland Fixed Income (Interest Rates) Quant, Hedge Fund,  …

Non-disclosed
in Genf, Genève, Schweiz
Festanstellung, Vollzeit
Letzte Bewerbung, 20 Apr 21
Competitive base, Strong Bonus potential
Non-disclosed
in Genf, Genève, Schweiz
Festanstellung, Vollzeit
Letzte Bewerbung, 20 Apr 21
Competitive base, Strong Bonus potential
We are working with an elite hedge fund who are looking to add a fixed income quant to their interest rate derivative team in Geneva. They are looking for a top tier candidate with strong communication skills and comfortable working alongside senior Portfolio Managers. This will be combined with exceptional derivative modelling skills and the ability to write production level code quickly. This is a fantastic opportunity to join a top performing hedge fund.

This interest rate quant role is with a leading hedge fund who have an established office in Geneva. The day-to-day role will include model development/research, application development and pricing/risk work. 

This quant will be working with a fixed income team that trade a range of linear interest rate derivative products. The role is best described as being a combination of a typical quant analyst and quant dev roles. The successful candidate will have both strong modelling and programming skills who has the ability to 'get things done' in a pragmatic and commercial way. The team are open minded on the candidates specific programming skills but do a lot of their work in Python and C#. This role will be working closely with Portfolio Managers and Traders, so experience working in a front office environment is essential. Whilst experience with interest rate derivative modelling is preferred, the team will consider strong candidates with relevant experience in other asset classes.

Responsibilities

  • Designing and testing quantitative models/products – including analysing and evaluating iterations and identifying areas to improve.
  • Working directly alongside Fixed Income traders/Portfolio Managers including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour
  • Designing new technological applications to support the linear rates trading desk and risk management of the desk.

Requirements

  • Top tier Education – specifically a PhD or MSc from a global renowned (top 10) University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)
  • Working knowledge of Derivative modelling, ideally with interest rate/fixed income focus.
  • 5 years working experience as a quantitative analyst or quant developer at a top tier hedge fund or investment bank
  • Deep knowledge and practical experience working with rates financial products (i.e. yield curve construction), preferred but not essential 
  • Excellent Object Oriented programming skills 
  • Strong communication skills both in person and in writing

This is a unique opportunity to join a top hedge fund in an environment that allows for skillset develop (supportive senior colleagues) and excellent chances for owning responsibilities and associated career progression.

Due to demand we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV please send a blank application to the role and someone will be in touch to discuss. 

 

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