Tudor Investment Corp. seeks a Vice President, Fixed Income Strategist in New York, NY to generate flow forecasts across global Fixed Income (FI) markets to support internal alpha-generation. Maintain and enhance FI flow models and gather market intelligence and flow color for Flow of Funds FI department. Develop trading strategies and financial scenario analysis to exploit curve and relative value trading strategies. Maintain and construct real-time proprietary flow and positioning indicators to summarize and forecast activity in major markets. Develop historical back-testing simulation tools to analyze statistical metrics of hedge fund trading strategies.

Master’s degree in Financial Engineering, Computational Finance, or related field and at least 5-years’ experience in quantitative financial market forecasting. This minimum of 5yrs experience should encompass at least 2yrs working on projects involving regression modeling techniques, including Multivariate Linear, Lasso and Ridge; machine learning techniques, including Random Forest, Decision Trees, Neural Network and Support Vector Machines; statistical interpretation of quantitative models, including t-test, coefficient of determination, correlation coefficient and z-score; researching factors to enhance forecast performance using Root Mean Squared Error; Python Scikit-Learn library, including regularized and non-regularized, and linear and non-linear supervised prediction models; statistical metrics, including net profit, Sharpe ratio and maximum drawdown; Monte Carlo Simulations in Python using Pandas and Numpy libraries; and SQL, including financial market data validation, sorting, summarization, aggregation, normalization, classification and reporting.

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