Quantitative Researcher (US Fixed Income Vol)

Responsibilities:

• Develop and implement quantitative models for alpha generation in fixed income volatility products, using statistical and econometric techniques.
• Analyze and interpret large financial datasets, identifying patterns and trends in interest rate swaps, mortgage options, and CDX options.
• Collaborate with other researchers and portfolio managers to identify and capitalize on investment opportunities.
• Design systematic research methods to generate high-quality returns through US fixed income volatility products.
• Communicate research findings and recommendations to senior management and traders
• Stay up-to-date with the latest developments in fixed income volatility research and incorporate new techniques into the firm's models and strategies.

Qualifications:

• PhD in a quantitative field such as mathematics, statistics, or computer science.
• Strong programming skills, particularly in Python and R.
• Experience working with financial data and developing quantitative models.
• Familiarity with fixed income securities and financial markets, particularly in the US.
• Strong analytical and problem-solving skills.
• Excellent communication and presentation skills.

Contact Information:

For a confidential discussion about this role, or to discuss similar opportunities in the investment management sector please contact Jamie Prior - jamie@paragonalpha.com.