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Fixed Income Quantitative Researcher

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 209841/010_1550616280
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 19/02/2019

A top tier global asset manager is looking to bring on a senior quant researcher within their fixed income division. Recently under new leadership, the group wants to increase the level of modern quantitative and data science skills used in their investment process with the ultimate goal of designing, developing, and implementing systematic strategies.

The ideal candidate should have prior experience as a fixed income quantitative researcher working on systematic strategies and should possess machine learning and natural language processing skills. This person would be involved in various stages of the investment process including statistical modeling alpha research, portfolio construction. A VP-level role, the candidate would have the opportunity to have significant impact on the direction of fixed income quantitative research group.

Requirements:

  • Advanced degree in quantitative field
  • 5-8 years fixed income quantitative research experience with strong preference for systematic strategy development experience
  • Python (pandas, numpy, sklearn) expertise and SQL experience a must
  • Machine learning methods and NLP experience strongly preferred
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