Macro Portfolio Pricing Quant - Multi-Billion Dollar Hedge Fund

The Firm

We are working with a prestigious multi-billion dollar hedge fund, that focuses mainly on equities, fixed income and quantitative trading strategies.

The Role

They are building out the Macro Portfolio Pricing function and are seeking to onboard a Quant Specialist to join the team. You will be responsible for portfolio analytics and valuations for the Portfolio Managers.

Responsibilities

Develop pricing methodologies for fixed income products

Work closely with the quant group and the Portfolio Managers to provide intraday pricing, valuations, and PnL analysis

Improve pricing processes and models for fixed income

Requirements

Previous experience in Quant and Model Validation, especially in rates and credit products

Experience with pricing methodologies and mathematical modelling

Understanding of market data quoting conventions

Strong ability to communicate technical concepts

Bachelor's, Master's or PhD degree from a top-tier university in a technical or quantitative field (eg: math, physics, statistics, computer science and engineering, etc.)