QUANTITATIVE ANALYST recruitment
BNPP IP offers a diverse range of investment management strategies to institutional clients in the U.S. through our affiliates, including BNP Paribas Asset Management and Fischer Francis Trees Watts. Our clients include central banks, official institutions, corporations, pension plans, insurance companies, foundations, endowments, and mutual funds. In the U.S. we have offices in Boston, Chicago, New Jersey and New York. We have an excellent career opportunity for a Quantitative Analyst in our New York office. This person will be responsible for developing quantitative alpha strategies and tools. The research will encompass a wide range of fixed income asset classes with the expectation that successful research will be put into regular production and incorporated in the portfolios of FFTW, either as direct trades or tools that recommend direct trades. The person will report to the Head of Quantitative Strategies and Research. The Quantitative group works closely with other alpha groups at FFTW to generate ideas and implement research.
Specific Responsibilities:
• Perform empirical work to explore the efficacy of using fixed income assets to add value over benchmarks on behalf of clients. Empirical work is open in terms of its form, but produces explicit and dispassionate recommendations for positions within portfolios.
• Develop models that produce alpha and portfolio construction processes to be aggregated with all other models in operation. Models involve significant programming so that processes are regularized and replicable.
• Develop ideas for the potential models.
• Explore, conceptualize and develop tools that will used by other Alpha groups and Client Service/Business Development for assisting in the choice of assets and portfolios on scientific principles. Ensure that strategies are aligned with FFTW’s overall investment philosophy.
• Meet with Clients and Prospects to explain the Quantitative Group’s work. Maintain a presence within the firm and the industry by conveying ideas and work to a broader audience and by interaction and assimilation of ideas of the broader audience.
• Mentor and assist with the professional development of the group’s members.
Ideal Personal Profile:
• Identifies all aspects of a subject and examines them in a critical way to construct a broad point of view. Individual is driven by desire to know more about things, people or events.
• Continuously seeks out and mobilizes the resources needed to enhance self-development and to learn. Adjusts his/he practices according to newly acquired knowledge.
• Constantly attentive to the precision and thoroughness of the information sent and to the quality of work; ensures that errors are minimized.
• Works proactively and independently, implementing work processes, ideas and solutions, including in situations where information is missing or wholly unusual.
• Identifies and presents key information. Gives his/her point of view by structuring and summing all useful elements.
• Makes him/herself available to understand without prejudging what his/her contact thinks and feels. Encourages others to express them, to react in an appropriate way.
• Knows how to work in a team and/or across teams, acts bearing common interests and respect for fellow team members.
• Acts ethically, in compliance with what is said and while respecting the company’s values and rules.
Academic Background and Experience:
• Graduate degree in Economics, Engineering, Mathematics, Physics, Finance or related discipline.
• Five years of professional experience but flexible depending on other attributes.
To be considered for this opportunity, please forward your resume utilizing the online application process. Equal Opportunity Employer.