Bracebridge Capital, LLC is a leading hedge fund manager with over $12 billion of net assets under management. The firm pursues investment strategies primarily within the global fixed income markets with the objectives of capital preservation and absolute return without significant correlation to equity, interest rate and foreign exchange markets. Established in 1994, Bracebridge manages private investment funds that serve endowments, foundations, pension funds and other institutional and high-net-worth investors.
Approximately 130 employees operate from our office located in Boston’s historic Back Bay. The entrepreneurial and collaborative culture at Bracebridge rewards and supports motivated, dedicated, enthusiastic and intellectually curious individuals. We believe our firm’s greatest asset is the people who work here.
The Quantitative Research team is responsible for the exploration, development, and implementation of cutting-edge quantitative techniques and the support, refining, and optimization of current models. The Analyst will work directly with the senior members of the Research Group as well as Trading Floor Analysts to develop tools that will be actively used by the trading floor and that directly impact the firm’s bottom line.
• Collaborating with members of Quantitative Research and trading floor personnel to develop advanced analytical tools to be used in the portfolio management process
• Developing and maintaining the core analytics library used for pricing financial instruments traded by the fund
• Participating in maintenance of infrastructure (data acquisition, unit testing, etc.) used by the core analytics library and applications
• MS in Computational Finance/Financial Mathematics
• 1+ years of quantitative finance experience. Familiarity with fixed-income instruments across interest rate, credit and ABS space
• Solid knowledge of C++ and object-oriented concepts; familiarity with SQL
• Experience in a multi-programmer environment is a plus
• Proven ability to produce quality work under time pressure, and to work collaboratively with others
• Intellectual curiosity and an eagerness to learn