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Quantitative Strategist, Fixed Income

Quantitative Strategist, Fixed Income
New York, US
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Job Description


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.


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.

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