Senior Rates Portfolio Manager - Hedge Fund

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Job description

Requirements:

· Build trading algorithms

· FX, Rates, Credit, Futures, equities, or Bonds experience

· Create high-quality predictive signals

· leveraging your existing experience, signals, and models

· Performance-based contribution where pay-outs depend on the quality and success of the signals provided

· Proven track record in delivering successful strategies: creative models with realised Sharpe Ratios > 1.5 +

· construct a portfolio with L/S options across rates, equities, commodities, FX, EM, credit, with a focus on rates and equities. Future curves (commodities) , swap and swap spread curves (rates), and credit basis positions (cash vs cds) with Macro overlay (Can be fundamental or discretionary)

· Fundamentals on how markets are priced

· High autonomy in building risk systems, pipes, analytical models for my trading

· Expertise in building signals and backtests

· Expertise in Portfolio Optimization + Factor Analysis

· Macro research, specialise in DM government bond market

· Trade idea generation, portfolio management

· Generating Alpha

· Strong mathematical skills

· Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.

· Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.

· Supporting desk strategists by providing them with quantitative tools

· Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)

· Strong communication skills

· Proactive in the promotion of new ideas

· working on the trading desk / systematic desk

· Development and implementation of models used for pricing and risk management

Essential

· Top educational background, Masters/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)

Location: London

Salary: £ competitive + Bonus and great amounts of benefits

REFER A FRIEND/ COLLEAGUE

If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on (0) emails: for more details.

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