Systematic Mortgage Quant Researcher/PM Systematic Mortgage Quant Researcher/PM …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 15 Feb 20
Exceptional pnl payout
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 15 Feb 20
Exceptional pnl payout
Anson McCade
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

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