At SIG our Quantitative Researchers identify and capitalize on trading opportunities. We are looking for a Fixed Income Quantitative Research Analyst to join our traders and developers working with treasuries, interest rate swaps, CDS, and interest rate and CDS vol.
In this role you will participate in the research, development, and implementation of trading strategies for our Fixed Income trading desk. Projects will include work with high-performance algorithmic trading, volatility model backtesting, and statistical analysis of relevant market data. You will be able to utilize your expertise in quantitative research to improve and expand trading ventures for our dealer and proprietary teams across all exchanges.
To learn more about the impact quantitative research has at SIG, click here.
What we're looking for
- PhD or equivalent academic degree in Statistics, Applied Mathematics, Physics, Electrical Engineering, or related field.
- Strong practical computing skills in Python or C++
- Experience working with Fixed Income products
- Demonstrated experience working with large, messy datasets
For more information, please contact/send your resume to Mike Pachella at email@example.com.
SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.
To submit your resume please reply to the above e-mail with your resume attached.
Send an e-mail to the above address with your resume attached.