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This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work with the PMs on Relative Value strategies across Rates, FX & Equity Indices. Reporting to the Head of Quant Strategy Research, you’ll work directly with the PMs on strategy development of Option-based quant strategies to assist their P&L. Experience gained in a Systematic Fund active in the Options space will be ideal.

Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python

KEY RESPONSIBILITIES:

Refine existing trading strategies & develop of tools to improve the portfolio
Strong focus on Options Strategy design and Back testing
Develop systematic trading strategies from idea generation through back-testing and final output
Contribute to the growing library of tools and analytics used to develop and deploy options trading strategies

ESSENTIAL EXPERIENCE:

5-10 years in Rates/FX modelling swaptions or equity options
Strategy design & Backtesting with strong, practical markets knowledge
A Desk Strat background and/or experience of a Systematic Fund active in the Options space
Excellent options modeling, pricing, risk methods, skew (e.g. SABR), Stoch & Loc Vol, term-structure
Very comfortable with and enjoy working directly with traders/PMs
Excellent Python & highly proficient at developing Excel trading tools
Time series analysis and data mining/machine learning skills
Master’s or PhD in Math, Physics, Stats, Comp Sci, etc

Référence FIRV-2203

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