Jobs via eFinancialCareers · 2 days ago
Sr FI Quant Researcher - DTG Capital Markets
New York, NY
Full-time
Onsite
Senior Level
5+ years expDTG Capital Markets is a NYC based multi-strategy hedge fund managing multi-billion capital across various strategies. They are seeking a highly skilled Quantitative Researcher to focus on fixed income derivatives trading, allowing for collaboration with traders and technologists to design and implement trading strategies.
Responsibilities
Conduct bottom-up and quantitative research in fixed income markets
Develop predictive alpha models that support fundamental and systematic trading decisions
Analyze yield curves, swap spreads, and vol surfaces, identifying relative value, arbitrage, and directional opportunities
Collaborate with engineers to productionize models, signal generation, and risk integration
Partner to integrate signals into portfolio construction and risk-managed trade execution
Support the continuous enhancement of data and research infrastructure, including traditional and alternative datasets
Qualification
Required
5+ years of quantitative research, with emphasis on alpha generation in fixed income derivatives preferably, open to eq derivatives background
Proficiency in Python, with experience in numerical libraries, and data pipelines
Expertise in derivatives pricing and risk concepts — Greeks, convexity, term structure sensitivities
Experience handling large-scale datasets, including tick, market, alt data
Excellent collaboration and communication skills; ability to thrive in a flat, team-oriented environment
Advanced degree (Ph.D. or M.S.) in a quantitative discipline (Mathematics, Physics, Financial Engineering, Computer Science)
Familiarity with cloud computing, cluster backtesting, or distributed data frameworks
Strong intuition, combined with rigorous quantitative and statistical capabilities
Collaborative mindset: thrives in a flat, cross-strategy environment
Comfortable innovating across asset classes and engaging directly with PMs, engineers, and other quants
Company
Jobs via eFinancialCareers
The space to inspire and grow exceptional careers in financial services and tech.
201-500 employees
Funding
Current Stage
Growth StageCompany data provided by crunchbase