Head of Fixed Income Quant Research and Director Quantitative Fixed Income Research recruitment
About Fixed Income
The Fixed Income Investment Team manages money for investors across the globe. The group comprises expertise in Portfolio Management, Trading, Quantitative and Credit Analysis and Investment Operations.
The Fixed Income group is based in NYC, London, Tokyo, India and Korea.
Investment philosophy includes:
* A belief that investors must look beyond traditional sources of alpha
* A team-based strategy that combines distinct disciplines to consistently identify a wide range of investment ideas with the highest probability of success.
* A commitment to proprietary research that provides enough ideas to build diversified portfolios
* A quantitative team that is integral to identifying alpha and providing rigorous risk analysis
which has invested significantly to support the growth of Fixed Income.
Purpose of your role
You will be responsible for the leadership of the Quantitative Research team which comprises four Quantitative Analysts.
Fixed Income Quantitative Research works closely with Portfolio Management, Trading and
Credit Research. You will be responsible for setting the strategic goals for the quantitative team in conjunction with the CIO.
As Quantitative Director, you will be responsible for leading the team in the generation of trade ideas, contract sensitivity generation, risk measurement and the development of portfolio construction tools. You will represent the Quantitative Research team in presentations to existing and prospective client with credibility, demonstrating your expertise.
Your key accountabilities
• In conjunction with the CIO, you will be responsible for setting the strategy for the quantitative research team.
• Management of the quantitative research team, including goals setting, feedback and appraisal processes
• Responsibility for models to measure risk and exposure in the fixed income portfolios.
• Responsibility for quantitative techniques used to assist with portfolio construction.
• Represent the Fixed Income team in external presentations to clients and investment consultants.
• Represent the Quantitative Research team in internal Fixed Income Operating Committee meetings.
Your skills and experience
• Degree in a subject with a high quantitative content is essential. Postgraduate and professional qualifications desirable
• Proven experience of leading a quantitative research function within a buy-side or sell-side investment firm
• Proven success in delivering complex quantitative models and projects from conception to implementation
• Areas of technical expertise to include statistics/probability, risk measurement and time series analysis/econometrics.
• A broad base of technology skills commensurate with the level of the role e.g. MatLab/C++ highly desirable
To discuss this world class opportunity and for a confidential discussion, please contact
Colin Mc Ghee
Managing Director (Paragon Executive) cmcghee@paragonexecutive.com