Interest Rates Quantitative Analyst
Goodman Masson have partnered with one of the largest Global Hedge Funds on a new role Quant Analyst role specialising in interest rates products, across their systematic trading business.
You will work within the Risk and Quant Research team and will specialise in quant research to identify opportunities for improved risk management, investment behaviour, and portfolio construction.
As the successful candidate you will:
- Analyse portfolios and strategies to identify the risk and performance drivers; expanding the current risk infrastructure
- Work with senior risk managers, engaging with portfolio managers and research analysts on topics such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events
- Design and improve stress testing, Value at Risk and various limit frameworks for macro portfolios
- Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment teams and risk managers, to achieve better comprehension of portfolio risk characteristics
To be considered for this role you will have a Masters or a PhD in a quantitative subject such as quantitative finance, statistics, maths, engineering or computer science. You will have demonstrable experience of working within a quant research, quant trading or quant risk function, preferably with interest rates product knowledge. You will also have a high level of proficiency in SQL and quantitative programming (Python, MATLAB, R) and be experienced in dealing with large data sets.
If you are interested in this role, please send your CV to firstname.lastname@example.org
In our company values we aim for equity at all stages of the recruitment process, please let us know if we can do anything to make the process more accessible to you.