Tudor Investment Corp. seeks an Analyst in Stamford, CT to forecast and analyze financial and global economic environment and impact on financial markets, and generate trade ideas with risk / reward profile related to fixed income securities and liquid macro asset classes, and ensure portfolio risk compliance within parameters. Build market tracking and portfolio management tools, including VaR metrics, recommend improvements for investment and portfolio management, and improve infrastructure for in-house Libor curve and Volatility Surface construction.

Requirements: Bachelor’s degree in Finance, Business Administration or a related quantitative field and 5 years of progressively responsible experience analyzing financial market conditions, and generating trade ideas for complex financial instruments based on forecasts. Requires 5 years of experience managing capital using interest rate derivatives to generate returns; data analysis and research regarding industry variables and economic conditions; generating mathematical models for pricing and hedging interest rate products; building tools for risk management and trading; and using complex tree-based models and Monte Carlo simulations.

Apply for this Job

* Required