Quantitative Analyst / Modeler recruitment
Due in large part to its total return approach and impressive long-term performance record, this client is one of the most respected names in fixed income management.
They are seeking a Quantitative Analyst / Modeler to enhance the existing portfolio management effort.
This individual will work towards developing and executing relative value and derivatives strategies across portfolios and in managing structured credit.
Responsibilities of the Quantitative Analyst / Modeler include, but are not limited to:
• Supporting the trading desk, developing proprietary trading tools and strategies
• Duties will involve the latest developments in empirical modeling including loan level prepayment, default, and loss severity analysis
• Assisting in the development of various back-testing and stress testing frameworks for a range of proprietary tools
• Communicate market information and trends to other investment professionals within the firm
Requirements for this role include:
• A degree in a numerate subject (maths, engineering, physics, statistics)
- An economics degree combined with quantitative skills
• Programming skills in C++
- Familiarity with any of: Python, R, Splus or SAS would be useful
• Designing, coding, and implementing computing platforms
• Keen intellect and strong quantitative skills, demonstrated through an ability to recognize opportunities in the market and develop strategies
• Understanding of macro-economics and the drivers of economic trends
• Ability to work with portfolio managers, account managers, and others in a collaborative manner
• Preference will be given to fixed income strategists who have worked on valuation of securities (cash bond and derivatives) backed by residential mortgages
If you would like to apply for this role or find out more please apply online or email imf@robertwalters.com quoting the reference OSF - 15749410