Quantitative Researcher

Key Responsibilities:

1. Develop and enhance models for equity, non-equity, and CTA strategies with a focus on futures, FX, and rates.
2. Conduct in-depth research on interest rate swaps and FX, identifying new trading signals and optimizing existing strategies.
3. Implement models in Python or C++ to ensure performance and reliability in real-time trading environments.
4. Collaborate with a high-performing team, contributing to the full lifecycle of quantitative strategies across multiple asset classes.

Requirements:

1. Minimum of 2 years of experience in quantitative research or model development within financial markets.
2. Strong programming skills in Python or C++.
3. Proven experience with interest rate swaps, FX, and CTA strategies.
4. Solid analytical skills and experience handling large datasets in a trading or finance context.
5. Ability to thrive in a fast-paced, collaborative environment.