FI Portfolio Manager

An impressive, growing hedge fund with +$5Bn AuM is launching a team focused on FI and are looking for a new Quantitative Researcher/ PM to lead that venture. The hire will be tasked with developing a systematic portfolio focused on FI exotics. The hire should come from the sell-side and the ideal candidate would have experience with vanilla rates options. They should have a live book of trading and a background as a quantitative strategist. The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. ResponsibilitiesBuilding a FI exotics platform.Developing pricing models.Building tools for efficiency and time saving.Contributing to the research and trading pipeline, including Risk and Factor Modelling. RequirementsAdvanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.Demonstrated experience with both FI exotics and vanilla options. Capacity to excel in a fast-paced environment.Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.8-12 years' experience.