Investment Quantitative Analyst
Responsibilities
- To develop quantitative fixed income frameworks and tools to achieve strong risk adjusted returns in the investment portfolio.
- To develop quantitative fixed income analytical tools and frameworks that directly impact asset allocation and portfolio optimisation decisions.
- To support modelling and simulation of existing risk models and the calibration of new investment opportunities.
- To improve deterministic and stochastic approaches to investment risk modelling
- Provide quantitative assessment of relative value opportunities across market sectors
- Assist in depicting investment risk and other correlated risk within an enterprise-wide risk profile
Requirements
- Third level qualification or higher, in a finance/business/mathematical discipline
- Professional and/or academic experience working in finance.
- Experience working both independently and in a team-based capacity is essential
- Excellent quantitative and analytical skills
- Practical experience of statistical modelling and simulation techniques
- Strong knowledge of Fixed Income markets
- Experience programming in C++, SQL or Python
For a Private Confidential conversation please contact David Worrell at +353 1 874 6770 or dworrell@paragonexecutive.com
www.paragonexecutive.com
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