Principal Responsibilities:

Work alongside the Portfolio Manager on developing quantitative strategies primarily focusing on global FX, G3 interest rates, bond futures, volatility and inflation markets.

Preferred Skills and Experience:

• Excellent analytical and quantitative skills. PhD is preferred, though we will consider exceptional candidates with a Bachelor’s or Master’s degrees.

• Strongly skilled in any of the following: Python, C++, Java, Matlab or similar languages.

Highly Valued Experience:

• Experience developing quantitative or systematic strategies.

• Fixed Income (e.g., rates, FX, inflation, mortgages) experience.

Compensation:

In accordance with NYC’s pay Transparency Law, the base salary range for this role is $120,000 to $200,000. Base salary does not include other forms of compensation or benefits.