Accessibility Links

FICC Quantitative Strategies – Asset Management

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 43543
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 21/11/2017
FICC Quantitative Strategies – Asset Management

A client of ours is looking for a quantitative strategist to join their dynamic team working on futures, relative value, and global arbitrage strategies across a large book of capital.

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 with a global Asset Management firm that has been investing heavily in new technology, data sets, and machine learning frameworks to access and utilize all of the unique ways to find alpha in the markets.
 
Responsibilities will include:
  • Quantitative research and portfolio contruction
  • Factor modeling, asset pricing, and relative value research
  • Develop models and tools that directly impact the investment process
  • Developing tools for identifying security selection opportunities within fixed income products
  • Structuring tools that monitor and evaluate existing 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 within the fixed income, currencies, and commodities markets as a quantitative analyst
  • Hands on experience in Python, R, or a comparable language
  • Excellent communication skills
  • Desire and eagerness to pursue a career in quantitative investment management
If there is any interest in this position, please click the APPLY NOW button directly below.

Similar jobs
Associate - Tech Investment Banking
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$125000 - US$175000 per annum + Discretionary Bonus
  • Description Role: To design, build, and manage discounted cash flow, leveraged buyout, and merger consequences models for live and contemplated M&A transactions To develop detailed industry materials for
Tech IB Analyst - San Francisco
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$85000 - US$100000 per annum + Discretionary Bonus
  • Description Role: To design, build, and manage discounted cash flow, leveraged buyout, and merger consequences models for live and contemplated M&A transactions To develop detailed industry materials for
Front Office Software Engineer
  • Job type: Permanent
  • Location: New York
  • Salary: US$140000 - US$210000 per annum + + benfits + bonus
  • Description Java/Python Developer Greenfield opportunity on a brand new Front Office Equity Strats Team
Investment Banking Director/MD
  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: US$150000 - US$225000 per annum + Bonus
  • Description My client, a growing boutique, here in Chicago is seeking a Director/MD level investment banking/M&A professional to join and lead the team in Chicago. With this hire
Quantitative Researcher- Equities
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: Negotiable
  • Description This Boston-based asset management firm is looking for a data-scientist/quant researcher to join their investment strategy team. The firm takes a hybrid approach to investment strategy development