Systematic Portfolio Manager

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 27 Oct 17 2017-10-27

Systematic PM

A leading hedge fund in NYC is currently looking to add to their systematic fixed income team. They are looking to diversify the portfolio by bringing on a PM with a focus on IR swaps, agency MBS, or treasuries. The fund has an excellent track record across a number of fixed income quantitative strategies. The firm primarily trades short term fixed income strategies from a week to a month long holding period.  They have over 3bn in AUM. This is an excellent opportunity to work in an elite team, surrounded by some of the most successful analysts and portfolio managers in this space.


You will have the change to run your own book with the backing of an established and nimble organization. Compensation is competitive!

Requirements:
- Experience in interest rate swaps, agency mortgage products, swaptions, treasuries, or other FI derivatives
- Experience taking risk and coming up with alpha generating ideas and short to midterm strategy development
- PhD in a quantitative subject
- Exceptional programming skills in Python
- Must have back tested models or a historical track record for live strategies
- 5+ years as a quant trader or PM
- Experience with machine learning techniques and incorporating them into quantitative research a plus!