ABOUT EXODUSPOINT

ExodusPoint Capital, founded in 2017 by Michael Gelband and Hyung Lee, began managing investor capital in 2018. The firm employs a global multi-strategy investment approach, seeking to deliver compelling asymmetric returns by combining complementary liquid strategies managed by experienced investment professionals within a robust risk framework. ExodusPoint brings together an accomplished team with hands-on experience running multi-manager businesses to create an institutional investment management firm.

JOB DESCRIPTION

We are looking for a Quantitative Strategist to join one one of our Fixed Income Portfololio Manager's in New York.

_Responsibilities: _

Conduct market research from third party and sell-side research providers, aggregating themes and highlighting high-value trade ideas
Build out a library of analytical computations to support market data analysis
Create tools to analyze data for patterns
Industrialize processes by integrating data analysis tools into pricing systems in order to efficiently generate trading signals
Work along a senior rates-focused PM, handle day-to-day portfolio maintenance responsibilities

Qualifications & Preferred Experience:

STEM degree from a top-tier university
0-2 years sell-side front office experience
A strong background in mathematics and statistics
Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis)
Solid data-mining and analysis skills, preferably including experience with handing a large amount of tick data
Familiarity with signal generation and statistical models
Strong programming skills in Python, C++, MATLAB, R

ExodusPoint offers a competitive benefits package. Please ask the Business Development team for further details.

Quantitative Strategist, Fixed Income