Fixed Income Quant Strategist - Paris/London

Fixed Income Quantitative Strategist  - Paris / London

Can you be a bit more precise?

OK, so when we say Fixed Income, we're talking rates an all the associated derivatives. You may have started in a bank or directly on the buy side but the early part of your career involved working with traders or PMs to build pricing and risk models. The core pricing libraries were probably already there so this really involved tweaking models to cater for new products. You gained the foundational knowledge of how to effectively price along the curve and then began to get involved in the interesting piece. Strategy creation. This could have been working with Quantamental or purely systematic strategies but you have been through the alpha research process and have seen at least one of your strategies go into production. You conduct your research in Python and have experience with C++ with recently or back in the day when adding models to the pricing library. 

OK, that does sound like me, so what…

We are working with a very high profile prop trading firm that is seeking to get a foothold in the rates market. Not just from a market making perspective but to run significant relative value medium frequency strategies (by medium frequency, we're talking days to weeks). They have made some very significant hires and are in the process of building the team. They need to hire a Fixed Income quant strategist (see above paragraph) who can be based in with Paris or London. 

I'm in a good seat, why should I move ?

Lets' not be coy, you got this far so you must be at least curious to know what's out there.  That could be because you don't see any headroom in your current team or that the legacy infrastructure and processes don't leave much room for innovation. Either way, if the opportunity to help build something from scratch excites you then you are indeed at the right place. 

I must admit it does sound interesting but I have some more questions?

Of course, you do. Let's hop on a call and I'll be happy to provide more information about the client and opportunity and you can then decide how intersting. You can reach me at s.grainger@gslsearch.com or use the link below to book time in my diary