Snr Quant, Rates/FX Options Strategies, Large Hedge Fund
3 weeks ago
Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC
New York
Ref: FIRV-2203
Seven Figure Package
Leading Global Hedge Fund
Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python
This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices. Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L. Experience gained in a Systematic Fund active in the Options space will be ideal.
KEY RESPONSIBILITIES:
Refine existing trading strategies & develop of tools to improve the portfolio
Strong focus on Options Strategy design and Back testing
Develop systematic trading strategies from idea generation through back-testing and final output
Contribute to the growing library of tools and analytics used to develop and deploy options trading strategies.
ESSENTIAL EXPERIENCE:
5-10 years in Rates/FX modelling swaptions or equity options
Strategy design & Backtesting with strong, practical markets knowledge
A Desk Strat background and/or experience of a Systematic Fund active in the Options space
Very comfortable with and enjoy working directly with traders/PMs
Time series analysis and data mining/machine learning skills
Master’s or PhD in Math, Physics, Stats, Comp Sci, etc.
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