US Rates Strategist - Treasury Trading
Core
Develop and articulate macro and micro investment strategies across the US interest rates spectrum to generate actionable trade ideas for the Treasury trading desk.
Role type
US Rates Strategist (Fixed Income)
Builds
Trade ideas, market commentary, and quantitative models for US Treasury securities, interest rate swaps, futures, and options.
Domain
Fixed Income / US Rates / Macro Economics
Deliverable
production ML models
Required skills
US interest rate markets expertise, quantitative modeling, Python (pandas, NumPy, SciPy), SQL, financial data analysis (Bloomberg, Reuters, Haver Analytics), macroeconomic analysis
Preferred skills
Machine learning techniques for time-series data, advanced statistical analysis, profitable trade idea generation
Technologies
Python, pandas, NumPy, SciPy, SQL, Bloomberg, Reuters, Haver Analytics
Responsibilities
Forecast US interest rate direction based on macroeconomic data and Fed policy; develop quantitative models to identify relative value opportunities; generate and communicate trade ideas to traders; produce daily market commentary and thematic deep-dives; collaborate with traders to structure positions and manage risk.
Seniority
Mid-Senior, hands-on IC