My client is a major quant hedge fund specialising in the macro space. The team exploits a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns. They have a strong track record and are looking to expand into the mortgage space.
The role will focus on researching and implementing trading ideas:
- Your core objective is to deliver high quality systematic strategies in production in the agency mortgage space.
- Monitor continuous trading, strategy performance and all relevant risks.
- Implement signals and relevant datasets within the global execution platform.
- You would lead the full strategy trading cycle from risk calibration to trade executions.
Skill Set Required For Position:
- Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
- Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python)
- Strong communication skills and ability to work well with colleagues across multiple regions
- Ability to work well under pressure
- Experience with agency mortgage TBAs