Quantitative Analyst- Fixed Income Products- Asset Management

Quantitative Analyst- Fixed Income Products- Asset Management

A global asset manager is expanding their fixed income team in New York. A period of sustained growth has put the group in full expansion mode and with expansion comes diversification. An opportunity exists for an experienced quantitative analyst to join a global team in one of the largest asset managers in the world. The successful candidate will be responsible for leading and expanding a fixed income platform, primarily within Bonds and CDS, as well as having the opportunity to expand further into new asset classes.

Responsibilities:

Development of quantitative tools for price prediction as well as tools for portfolio managers

Research and Development of highly technical models i.e artificial intelligence / machine learning based models

Managing a team responsible for bond and yield curve libraries

Data manipulation, implementation of infrastructure and tools for data management

 

Requirements:

At least VP level experience in fixed income analytics/ quantitative research

In-depth practical knowledge of bond and yield curve libraries

Experience working in a technology driven environment, with knowledge of how to implement the models as well.

A PhD in a quantitative / mathematical subject

Strong technical skills, c++, matlab, Java, SQL etc

 

This is an excellent opportunity to move into a growing team with a global mandate where you can make a direct impact and also be involved in growth and direction of the group.

Salary and bonuses are highly competitive and will be representative of experience.

 

Please apply directly to apply.a33hoiz6fp@selbyjennings.aptrack.co.uk, interviews have commenced this week.

 

 

 

June 5, 2013 • Tags:  • Posted in: Financial

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