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Fixed Income Quantitative Research role

  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Job reference: 422903/003_1567787335
  • Sector: Asset Management, Selby Jennings
  • Date posted: 06/09/2019

A leading Global Asset Management company are looking to hire a Front Office Quant Analyst. The Fixed Income Desk Quant role resides within the Fixed Income Quantitative Investments and Research (FI Quant) Group. The Desk Quant works closely with Fixed Income Portfolio Managers in quantitative model development, design of optimal trading strategies, risk analysis, and portfolio construction. The Desk Quant will be the point person to provide day-to-day analytical support to the investment process. They will also perform ad-hoc investment analysis related to the strategies.

Responsibilities:

  • Creation, production and implementation of FI Quantitative models

  • Development and optimisation of systematic FI trading strategies.

  • Conception and management of optimisation algorithms.

  • Analyse and interpret portfolio risk and perform scenario generation and testing.

  • Partner with the Technology organisation to develop and enhance quantitative models from research stage through production

  • Research into the deployment of ML methods relevant to FI trading.

Required skills

  • A M.Sc or Ph.D in a Quantitative discipline.

  • Prior experience in Fixed Income Quant research

  • Asset management experience is preferred

  • Experience in Credit and/or Interest Rate modelling is desired.

  • Ability to program in a variety of languages - Python, Matlab, SQL, R

Strong ability in statistics, with in-depth experience using data-driven approaches to investment.

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