Who We Are Looking For: The fund is looking for an upcoming (February) or recent grad with excellent programming skills (Python, C++, VBA) and a comprehensive math background to work directly with the Portfolio Manager of a Global Macro fund develop pricing and risk management models and systems, develop macroeconomic research models, and streamline front to back office workflow.
are proficient in programming in Python, C++, and VBA
understand software design and principles
are capable of documenting any model development in a clear and concise fashion
have an excellent math and statistics background
have had more than cursory coursework in linear and non-linear Financial Derivatives
(primarily Interest Rate Derivatives)
understand and inhabit the meaning of Team Player
are accountable for the tasks given to you
demonstrate excellent written and verbal communication skills
are a problem solver
- a Ph.D. in Science or Financial Engineering preferred; Masters acceptable as well
About the Fund: A fast-growing global macro fund that expresses its macro-economic based ideas in the volatility markets across North America, Latin America, Europe and Asia. The fund has a truly groundbreaking fund structure that addresses the unmet needs of both long-term risk-averse and short-term risk-seeking investors.
Interested applicants should email cover letter and résumé directly to Danny Dayan (firstname.lastname@example.org)