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Fixed Income Machine Learning - Quant Research

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: tensorflowquant
  • Sector: Banking and Finance, Buy Side, Portfolio management, Fund Management, Technology, Data Science , Portfolio management, Quantitative Finance, Selby Jennings
  • Date posted: 14/05/2018
Interest Rates Machine Learning Quant Researcher – Hedge Fund $20b AUM

A client of ours is looking for a quantitative strategist to join their dynamic team working on interest rates, 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 statistical analysis
  • 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 markets
  • Hands on experience in Python, R, or Tensorflow greatly preferred
  • 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.

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