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    Last Update : 20/05/2012   

 
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Fixed Income Quantitative Strategist- Hedge Fund- New York





A Macro fund with a recently established systematic desk seeks an associate level candidate with experience researching and developing trade ideas across fixed income futures, cash Treasury bonds, rates swaps and CDS.

The role is highly quantitative and requires a thorough understanding of econometrics based modelling and research. The progression of the role will lead to a trading position.
In order to be successful, candidates will require a highly quantitative academic background, ideally with a Masters in a quantitative field, however a bachelors degree from a leading university in quantitative academics is sufficient.  
This position requires development of models and performing research in an effort to develop trading strategies across liquid fixed income assets The team is small and the role will give responsibility early on to the successful candidate and will progress into a quantitative trading role.

Responsibilities include:
 
-Developing statistical and econometric based models
-Performing macroeconomic research
-Back testing to develop new and existing strategies.

This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record.
This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.

This is an Urgent hire, therefore all applications must be received as soon as possible. Utmost confidentiality assured.
Please apply by email (CV and Cover Letter in word format)

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
 

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