Systematic Fixed Income Researcher

Job Id : 213423

Job description

Systematic Fixed Income Researcher
New York

 

Company Description
Our Client is a leading global investment-management and research firm with more than $500 billion in assets under management and a presence in 22 countries, with more than 3,000 employees worldwide. They serve clients ranging from institutions to individuals and private clients, and they offer independent research, portfolio strategy and brokerage-related services tailored to their clients’ unique needs. 
Job Description
We are seeking a quantitative researcher with a focus on systematic fixed-income/credit strategies for our New York office. The successful candidate would work in collaboration with others on various quantitative aspects of the investment process and systematic strategies in the fixed income division. This includes but is not limited to:

  • Strategy development work such as simulations and strategy analysis.
  • Work on optimization problems and data science questions.
  • Work on factor discovery, factor return, and risk attribution.
  • A desire and the ability to contribute to our quantitative research environment (python-based).
  • A desire to be hands-on with regard to the management of systematic fixed-income strategies.

Job Qualifications

  • The candidate should hold an advanced degree in finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or related fields.
  • Knowledge of fixed-income securities and markets is a plus.
  • Prior fixed-income trading or portfolio management experience is not required.
  • Attention to detail and the ability to take ownership of projects with a strong focus on quality are essential.
  • The applicant must have strong Python skills and be very familiar with the Python ecosystem.
  • Data science and machine learning skills are a strong plus.
  • Experience working with SQL databases is required, and exposure to modern dev/ops tools such as Airflow, Kubernetes, etc., is a strong plus.

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