Bond Basis Modeler
2 days ago
Mondrian Alpha is seeking a skilled Bond Basis Modeler to join our team. As a key member of our fixed income trading department, you will be responsible for building and maintaining robust quantitative models and tools for fixed income trading.
Key Responsibilities:
- Develop and enhance trading strategies focused on bond RV and bond basis opportunities.
- Build and maintain robust quantitative models and tools for fixed income trading.
- Collaborate with portfolio managers to generate trade ideas and maximize performance.
Requirements:
- 5–8 years of experience in quantitative research and development, with a strong focus on bond basis trading.
- Proficiency in C# and Python, with a proven track record of implementing high-quality models.
- In-depth knowledge of fixed income markets, including swaps, futures, and derivatives.
- A collaborative mindset and ability to work closely with portfolio managers and other key stakeholders.
Compensation:
- £175,000-£200,000 per annum (commensurate with experience).
- Performance-based bonuses aligned with industry-leading standards.
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