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HRT Research LLC

Quantitative Analyst, Fixed Income

HRT Research LLC, New York, New York, United States

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Quantitative Analyst, Fixed Income- New York, NY- Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs.

Read the overview of this opportunity to understand what skills, including and relevant soft skills and software package proficiencies, are required.

Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python.

Dvlping & testing quant models & predictive models to supp robust trading strats & refine existing sw & analytical tools.

Modeling var instrmnts & mkt conventions in the fixed income pricing lib.

Feeding data from var sources into the models to gen alpha signals.

Performing Alpha rsrch to dev new & improve existing strats.

Req's: Master's (U.S.

or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field, plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp.

All req'd exp must have included: Exp w/ fixed income derivatives & relevant modeling technqs using stochastic calc.

Exp dvlping quant pricing models using data & stat analysis & ML.

Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, & futures.

Exp programming in C++ & Python to support fixed income strats.

Employer will accept any amt of prof exp w/ the req'd skills. xawqmyg

Salary: $200k-275k.

To apply: email resume to & ref code in subject line: AG233870.

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Keywords: Fixed Income Analyst, Location: New York, NY - 10060