Our client, a progressive forward think tech-led US Hedge Fund in London, seek a versatile Bond RV/bond basis quant/dev: candidates with strong experience in bond RV, or ideally in bond basis, to work closely with our PMs on trading tools, development, and strategies. This role requires a strong foundation in quantitative research and development, with the ability to collaborate closely with portfolio managers and engineering teams to enhance trading strategies and tools. Role and Responsibilities: Bond Basis Trading : Apply practical experience in bond basis trading to develop and enhance trading strategies. Trade Ideas and Alpha Generation : Collaborate with portfolio managers to generate trade ideas and maximize alpha. Tool Development : Maintain and develop trading tools and analytics for fixed income products. C# Proficiency : Utilize strong programming skills in C# for model development and implementation. Quantitative Development : Develop and maintain quantitative models and trading tools, ensuring high-quality code and efficient data analysis. Modeling and Analytics : Provide deep analytical insights and modeling related to bond trading. Desired Background and Experience: Experience : 5-8 years of experience in quantitative research and development, with a focus on fixed income and bond basis trading. Technical Skills : Proficiency in C# and Python, with experience in financial markets and quantitative analysis. Collaboration : Proven ability to work closely with portfolio managers and other stakeholders to develop and implement trading strategies. Adaptability : Ability to adapt and thrive in a dynamic and fast-paced environment. Interested candidates should submit their resume and a cover letter detailing their relevant experience to memondrian-alpha.com.