Quantitative Research - Fixed Income

Location: New York, USA Salary: US$175000 - US$200000 per annum + bonus
Sector: Banking and Finance, Asset Management, Global Markets Type: Permanent

A Buy side fund is actively seeking to hire a quantitative researcher to support a new initiative of building out a state of the art analytics platform in support of their trading business. This is a top tier firm with a large presence in both downtown Chicago and New York City. The role will sit in New York.

The firm has invested heavily in growing their already large footprint within the fixed income space and a team has been assembled to build out a new proprietary fixed income analytics platform. A quantitative researcher with expertise in fixed income/interest rate products is sought to play a pivotal role in this build out.

A few points about the role & experience needed:

  • The scalability and impact of this project is firm-wide as the platform will eventually reach beyond fixed income into other products such as FX, Commodities, Equities etc…
  • New greenfield research and development offering an opportunity for true innovation and impact
  • 5+ years of experience as a front office quant at a major bank or buy-side firm with expert knowledge of modeling for fixed income/interest rate products (bonds, swaps, cross-currency swaps, futures etc..).
  • Professional experience and a deep understanding of modern modelling techniques used for pricing / risk management of linear/non-linear interest rate derivatives
  • PhD is recommended from a quantitative field such as physics, mathematics, operations research, financial engineering etc
  • Strong hands on technology experience with 3+ years professionally working in C++ (C++ 11/14).

This is a fantastic opportunity to join a new team that will have far reaching impact at a global buy side firm. This is a collegiate environment where you will join likeminded individuals working towards a common goal together. Catered breakfast/lunches are provided daily and work/balance is a priority for the employer.

Sthree US is acting as an Employment Agency in relation to this vacancy.