PhD Mathematician for Fixed Income Hedging
Role Description
The position is a full-time remote role attending fixed income hedging for a realty firm. Your position will entail applying standardized mathematical formulas for fixed income hedging, analyzing complex data sets, conducting simulations, collaborating with an interdisciplinary team, and monitoring risk in real-world scenarios across 23/6 CME GlobeX sessions.
Particulars tasks you'll handle include effectuating client-side KPI derivations with industry standardized formulas, fitting spline regression models, applying cross-validation, deploying mean reversion to smooth a yield curve, using linear algebra to solve systems of equations, and overseeing process improvements.
Duties
- Script ETL Processes.
- Navigate API documentation.
- Apply calculus to derive KPIs from immutable observable variables.
- Develop smoothing and penalty functions to optimize chi-squared values.
- Use Cross Validation to improve goodness of fit.
- Integrate recent observations into an adaptive ARIMA.
- Penalize datas with partial stochastic differentials.
- Solve big systems with advanced algebras.
- Use systems of equations to select combinations that minimize a given objective function.
- Applying thread locking and similar concepts to ensure data integrity.
Qualifications
- Ph.D. in Mathematics, Physics, Electrical Engineering, Financial Engineering, or a related field
- Proficiency in analytics, with a focus on working with large datasets and deriving insights
- Experience in Computer Science, including programming and algorithm development
- Familiarity with statistical analysis and quantitative methods
- Strong communication skills and the ability to work effectively in a remote team environment
- Knowledge of fixed income markets and financial instruments is an advantage
Requirements
- Proven experience as a mathematician.
- Knowledge of analytics tools and techniques.
- Familiarity with modeling tools like StatsModels and SciPy.
- Skills designing experiments and evaluating hypotheses.
- Knowledge of data warehousing concepts.
- No conflicting no-competes.
- Ability to follow instructions from your supervisor and refrain from creative impulse.
- Willingness to sign narrow NDA with the company's owner, who licenses his copyrighted works to company as a statutorily authorized dual trader.
Please send your resume. If you have appropriate qualifications DAM's owner will reach out to schedule an interview.