The Role

The firm is looking for an experienced Macro Desk Quant. The successful candidate will be supporting a macro PM by researching market trends and anomalies in developed rates markets.

Responsibilities

• Building quantitative tools and providing data analysis, research potential alpha-generating opportunities
• Build bespoke data visualisation tools for trading analysis and developing curve pricing models
• Develop quantitative models and support strategy research for macro trading strategies

Requirements

• 2-4 years of experience in a front office quantitative seat
• Knowledge of curve building (swaps/bonds) and techniques for OIS/LIBOR swap rate curve building
• Experience in US Treasury and/or European government bond markets preferred
• Proficient in Python programming and data manipulation libraries
• Experience with database programming languages and MS Excel (for using real-time data)