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Fixed Income Quantitative Analyst
90 Hudson Street , Jersey City, New Jersey 07302
Fixed Income Quantitative Analyst (Asset Manager)
Our client, a leading American asset management company, is seeking a Quantitative Analyst for its Fixed Income Quantitative Research Group. This is a great opportunity for a recent PhD graduate from a quantitative discipline and top program to enter the investment industry.
The ideal candidate has a few years of experience building quantitative investment models for fixed income portfolios, exceptional statistical and programming abilities, as well as advanced academic qualifications (PhD preferred). However, financial markets experience is not required, and exceptional candidates with transferable experience will also be considered. This is a newly created position.
The Fixed Income Quantitative Research group is responsible for all quantitative research and model development for the firm’ s taxable and tax free fixed income portfolios. The group develops and maintains relative value tools as well as models used in portfolio construction and risk management, and it has a significant involvement in product design. The quant group is part of the investment organization and both physically and organizationally located close to traders and portfolio managers.
- Carry out statistical analysis in support of investment recommendations
- Develop and implement new models of fixed income security valuation
- Work with end users and IT to design applications for research, trading and risk management
- Maintain, support and enhance existing tools and models
- PhD in a highly quantitative/computational field (preferred)
- Knowledge of financial markets/products and finance theory
- Strong command of a scripting language like Python, Matlab or R
- Knowledge of statistical methods and related software
- Experience with numerical programming including optimization
- Strong English communication skills, both written and spoken
- Experience creating production quality code (including testing and documentation)
- Strategic thinker
- Strong work ethic
- Team oriented