We are working with an elite hedge fund who are looking to add a fixed income quant analyst to their team in Tokyo, Japan. They are looking for a top tier candidate with strong knowledge of interest rate derivative modelling with strong communication skills and comfortable working alongside senior Portfolio Managers. This will suit a quant analyst with 4-7 years’ experience at a top tier bank/ hedge fund and outstanding academics. The role is working closely with PMs so Japanese language skills are required.
This interest rate quant analyst role is with one of the most attractive global hedge funds to work for due to a collegiate, cerebral and high-performance culture. The role is broad and include significant amounts of greenfield projects. The day to day role will include model development/research, application development and pricing/risk work. This will suit an AVP or Vice President level quant from a top tier Investment Bank or leading hedge fund. Outstanding quants from asset classes other than interest rates will be considered. Hedge fund quant work tends to be broader with faster project turnaround times. Therefore, the candidate must be pragmatic and flexible alongside the more traditional skills needed in a quant skillset.
- Designing new technological applications to support the rates trading desk and risk management of the desk.
- Working closely with PM’s and the Research team to determine investment opportunities and related analytical requirements
- Designing and testing quantitative models/products – including analysing and evaluating iterations and identifying areas to improve.
- Working directly alongside traders including to identify risks in portfolio, scenario/benchmark analysis and assessing model behaviour
- Creating tools for risk analytics, market (and market data) analytics and PnL analysis.
- Top tier Education – specifically a PhD or MSc from a globally renowned University in a highly quantitative subject (Maths, Stats, Physics, Computer Science etc)
- 4-7 years working experience as a fixed income (interest rate) derivative quantitative analyst at a top tier hedge fund or investment bank
- Deep knowledge and practical experience working with rates financial products (i.e. yield curve construction, bonds, bond futures, swaptions, cleared swaps)
- Broader knowledge of financial products (equity, index, futures and options)
- Excellent programming skills required (Python, VBA, SQL)
- Strong communication skills both in person and in writing
This is a unique opportunity to join a top hedge fund in a role with immediate significant responsibility. There is a very meritocratic culture so strong performers are rewarded well in terms of compensation and career progression.