Quantitative Fixed Income Desk Quant
- Employer
- Analytic Recruiting Inc.
- Location
- Washington D.C., USA
- Salary
- Competitive
- Closing date
- May 28, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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.
Responsibilities:
• 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
Requirements:
• 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
Responsibilities:
• 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
Requirements:
• 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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