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Snr Quant, Rates/FX Options Strategies, Large Hedge Fund

4 months ago

New York, United States Top-Tier Global Investment Bank Full time

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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