Fixed Income/Derivatives Quant Strategist needed for hedge fund client
Well funded, quantitative global arbitrage fund seeks Fixed Income/Derivatives Quant Strategist. The candidate will implement a profitable fixed income trading system in a hedge fund environment. A strong quantitative background (ideally, with a Ph.D. from a top university in computer science, physics, quantitative finance or applied math), programming skills and experience in the fixed income market are prerequisites. Relative value fixed income research experience is a plus.
We offer excellent compensation as well as a chance to work with a fun, smart, highly motivated team.
