Senior Quantitative Researcher – Fixed Income

Selby Jennings
Published
9th October 2018
Location
622 Third Avenue, Floor 6, New York, New York
Job Type
Salary
$300,000-399,999, $400,000-499,999
Preferred Academic Qualification
PhD, DPhil
Recruiter/Employer Name
Tyler Robinson - Selby Jennings

Description

FICC Quantitative Strategies – Asset Management

A client of ours is looking for a FIC quantitative strategist to join their dynamic team working for a top tier Asset Management firm in the heart of NYC.

The position they are looking to fill is most suited to individuals who are looking to pursue a career in Fixed Income, Currencies and Commodities research and Portfolio Management working directly alongside senior portfolio managers and traders. This role is within a global tier one Asset Management firm that is currently growing organically due to market demands within the industry. They are looking for only the brightest candidates who have a track record and skill set that can be leveraged by a challenging and innovative working environment.

Responsibilities will include:

  • Quantitative research and analytical work on fundamental data
  • Factor modeling and asset pricing across all securities, including ETF's and Indices
  • Develop models and tools that directly impact the investment making process
  • Developing tools for identifying security selection opportunities within fixed income products
  • Structuring tools that monitor and evalute exisiting portfolio strategies
  • Daily communication with senior Portfolio Manager
  • Creating tools and metrics for risk management related to portfolio construction and optimization

Candidates should possess:

  • Masters degree in a computational or financial field (Ph.D preferred)
  • 4+ years working in a quantitative research or analytical role on a structured products team
  • Hands on experience in Matlab
  • Excellent communication skills
  • Desire and eagerness to pursue a career in quantitative investment management
Only registered members can apply for jobs.

Related Jobs