Quantitative Fixed Income Desk Quant

Analytic Recruiting Inc.
Washington D.C., USA
27 Jun 2022
06 Jul 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
The role will work with and support the US Aggregate Bond Fund Portfolio Managers across a portfolio of US government, corporate, and asset-backed debt. Securities can include fixed and floating rate bonds, convertible bonds, warrants, and other transferable debt securities, including high yield. 60% of the work will be dedicated to multi-sector US Aggregate benchmarked strategies and 40% will be focused on High Yield projects.


Work directly on the desk with fundamental PM's as an embedded quantitative analyst

Develop and generate investment ideas and optimal trading strategies across credit and rates markets

• Develop dynamic fixed income sector asset allocation models

• Develop portfolio construction models

• Provide top-down macroeconomic analysis and investment selection input for the portfolio

• Prototype, run and analyze quantitative investment models for rapid decisions

• Develop portfolio risk models

• Create data visualizations for the PM's

• Analyze and interpret portfolio risk reports


Must have 5+ years of fixed income investment experience with a major buy-side firm

Must have an advanced quantitative degree (MS)

Must have proven experience as a desk quant generating investment ideas that support multi-sector fixed income and high yield bond investment decisions

• Must have strong knowledge across all fixed income sectors

• Must have proven experience working with interest rate, portfolio construction and portfolio optimization models

• Must have top-down, macroeconomic investment analysis experience

• Must have strong statistical modeling and quantitative analysis skills

• Must be able to provide rapid analysis to PM's working in a trading room

• Must have current and strong programming skills (R, Python, SQL)

Keywords: Generate Trade ideas, Prototype Models, Tactical Allocation, Optimize Trading Strategies, Multi-Sector, High Yield, MBS, Corporate Bonds, R, Fixed Income, Real Return, portfolio construction, asset allocation, SQL, Macroeconomics

Please send resumes to Jim Geiger jeg@analyticrecruiting.com

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