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Quantitative Analyst, Fixed Income Group

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$100000 - US$300000 per year
  • Job reference: 271341/031_1568240395
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 11/09/2019

A major asset manager in the LA region is looking to build out their Fixed Income Group. They are looking for a Quantitative Researcher with a deep understanding of data set analysis and fixed income product knowledge. In this role, you will research ML techniques and explore their application to proprietary strategies. The end result will lead to enhancing alpha in current strategies, as well as launch ML-driven strategies for future use. The ideal candidate will be a vital contributor to the Investment Research team and aid improve team performance through next gen data analysis techniques.

Strong communication skills are vital, as you will work alongside senior portfolio managers and traders while you share your insight gathered through your research. Someone with knowledge of fixed income products and experience working in a fast paced environment would exceed in this role. Important to note that this is the first quant expansion of its kind at the firm, and you should be willing to embrace a sense of intellectual curiosity as you find news areas to improve the infrastructure of the Fixed Income branch.

Requirements:

-Degree in a Quantitative Field (i.e. Comp Science, Financial Engineering, Physics, Statistics, Mathematics, ect.)

-Strong coding skills in Python, R and/or C++

-1+ year working in a Fixed Income group (buy side preferred)

-Prior experience working with ML techniques

-Advanced statistical/mathematical modeling skills

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