Systematic Fixed income Research/PM

Salary 210,000 to 270,000 base + performance bonus
LocationNew York
Employment type Permanent

Job description

Systematic Fixed Income PM/Senior Fixed Income Quantitative Researcher
New York

Company Description
Our client is a leading global investment-management and research firm with more than $500 billion in assets under management and a presence in 22 countries, with more than 3,400 employees worldwide. With forward-looking perspective and expertise in equities, fixed-income, alternatives and multi-asset strategies.

Job Description
They are seeking an experienced quantitative researcher with a focus on systematic fixed income/credit strategies for their New York office. The successful candidate would join the quantitative fixed income research team and work closely with other members of the team. The candidate would work in collaboration with others on various quantitative aspects of the investment process and systematic strategies in the fixed income division. This includes but is not limited to:
  • Portfolio management and day to day maintenance of systematic fixed income portfolios.
  • Work on factor discovery, factor research and factor risk management.
  • Strategy development work such as simulations and strategy analysis.
  • Work on optimization problems and data science questions.
  • A desire and the ability to contribute to our quantitative research environment abAlphaLabs (python based).

Job Qualifications
  • The candidate should hold an advanced degree in finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or related fields.
  • 10+ years of experience in fixed income markets is required.
  • Strong knowledge of fixed income securities and markets is required.
  • Prior fixed income trading or portfolio management experience is required. Credit focus a plus.
  • Practical prior exposure to modern quantitative investing principles and factor investing is required.
  • Attention to detail and ability to take ownership of projects with a strong focus on quality is a must.
  • The applicant needs to have strong python skills and be very familiar with the python ecosystem.
  • Data science and machine learning skills are a strong plus.
  • Experience working with SQL databases is required and exposure to modern dev/ops tools such as airflow, Kubernetes etc is a strong plus.