Quant Analyst for a discretionary macro team focused on rates.

Our client is a global asset management firm that invests in multiple asset classes and strategies worldwide . They are constantly pursuing innovation in our investing processes to help deliver on their mission of producing superior risk-adjusted returns. They are growing and looking for aQuant analyst for a discretionary macro team focused on rates (London, UK)

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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