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Machine Learning Interest Rates Quant Trader

  • Job type: Permanent
  • Location: New York
  • Salary: $200000 - $1000000 per annum
  • Job reference: Interest Rates Quant
  • Sector: Banking and Finance, Asset Management, Buy Side, Portfolio management, Portfolio management, Quantitative Finance, Research and Strategy, Selby Jennings
  • Date posted: 26/10/2017
Machine Learning Interest Rates Quant | Billion Dollar Hedge Fund 

We are conducting an exclusive search for a top-tier Hedge Fund who is looking for a machine learning/interest rates specialist to assist in pioneering an unique initiative. The team utilizes numerous machine learning practices to research, build, and implement systematic intraday fixed income interest rate strategies. The head of the group is looking to bring aboard someone who understands how these strategies are built as well as interested in creating their own AI. This is your opportunity to be apart of a new breed of Quant.

If you have applied experience working with rates products, have more than 5 years of experience in a related position as a researcher, strategist, or portfolio manager and want to join a dynamic and growing group please apply.

Requirements Machine Learning Interest Rates Quant  | Billion Dollar Hedge Fund 
  • Ph.D. in Computer Science, Financial Engineering, Physics, Electrical Engineering from a top tier university
  • Experience in Natural Language Processing, Machine Learning, Data Mining/Extraction, Artificial Intelligence, or Deep Learning
  • Programming experience in Python and C++, C, or other object-oriented programming languages
  • 5+ years of experience with interest rates products 
  • Previous experience in an investment bank, hedge fund or asset management firm
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