Senior Quantitative Researcher - Rates Relative Value

Senior Quantitative Researcher – Rates Relative Value | London

CW Talent Solutions is partnering with a tier-one multi-manager to hire a Senior Quantitative Researcher covering bond, basis and linear rates RV in London.

The Role

Build models and analytics for bond/swap spreads, futures basis and curve RV, supporting Portfolio Managers with trade idea generation and risk.

Requirements

• 5+ years in rates RV research or trading
• Strong grasp of repo, basis and curve mechanics
• Excellent Python or kdb+