Title: ABS Quant Strategist
Salary: $400,000 - $500,000
A top leading fixed income hedge fund is looking to hire an ABS Quant Strat. This team will work directly with the PMs and traders in the business to build customized tools in order to optimize the best trading strategies. The individual will act as a bridge between the quant development team & the ABS trading desk ensuring all quantitative functions are running at the hugest achievement. An incredible opportunity to join a brand-new collaborative team at the leading fixed income hedge fund.
Qualifications:
- MS/MSc and PhD in a quantitative field of study (mathematics, statistics, physics, engineering, etc.)
- 3+ years relevant work experience as a front office quantitative strategist working with a SPG trading desk (ABS, CMBS, CLO, RMBS)
- Hands on experience developing models and analytics
- A strong understanding of financial tools within the SPG space
- Strong Python programming skills & knowledge of Cloud
Responsibilities:
- Work directly with the ABS PM & traders and the Quant Development team
- Build RV tools & gooeys to drive profit for the PM
- Help come up with optimal trading strategies
- Conduct RV calculations, data processing, and build customized tools for the trading desk
