Quantitative Analyst- Interest Rates Trading

Top-Tier Hedge Fund is looking to add Quantitative Analysts to support their interest rates trading business.

Incumbent candidates will be skilled in developing pricing tools and calculators to support a variety of fixed income instruments and trading ideas.  In addition, the candidate will have the opportunity to have a significant impact on investment decisions.

The optimal candidate will have a blend of statistical and computational skills, both theoretical and professional.  The candidate should feel comfortable leveraging optimization techniques, PDEs, statistics, and numerical algorithms. Specific experience with rates, treasuries, and mortgages is strongly preferred.

Specific qualifications include an advanced degree in a hard science field with superior math and/or physics (theoretical or computational) skills.

To apply:

Please submit resumes and/or questions to brian@pfassociates.net