Boston-based fund is looking for a quant to join the fixed income strategy team. The fund invests in a variety of fixed income assets including G-8 and Emerging Markets government and corporate bonds, as well as structured products and other financial derivatives (futures, options, swaps). Responsibilities will focus on building and implementing trading tools and models for fixed income and credit-based relative value strategies.
The candidate must have: 2+ years of relative value risk modeling experience at an investment firm or bank. Deep knowledge of financial derivatives (credit / structured credit). Expertise in stochastic processes, probability theory, Monte Carlo, and finite difference schemes. Excellent programming skills preferably in C# or C++. An advanced degree (Ph.D. preferred) in a quantitative science.
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