Posted by

Executive Recruiter

A Global Fixed Income investment manager is looking for an experienced (3+ years) quantitative buy-side portfolio investment analyst who can conduct systematic research that can help capture alpha by exploiting sub-asset inefficiencies in the fixed income markets. The portfolio invests in global credit, global high yield, and global fixed-income securities. The role is part of the fixed income quantitative research team and will focus on conducting quantitative research to develop systematic fixed income strategies for portfolio optimization, portfolio construction, risk forecasting and alpha generation.

This is a pro-active investment role where your quantitative research will be incorporated into active fixed income portfolio's management and will assist PM's in capturing risk premia and alpha to improve the performance of the portfolio. You will have daily interaction with portfolio managers on risk sizing, risk allocation, and portfolio construction.

Responsibilities:

Conduct quantitative research to develop systematic fixed income strategies for portfolio optimization, portfolio construction, risk forecasting and alpha generation.
Conduct systematic research that can help capture alpha by exploiting sub-asset inefficiencies in the fixed income markets.
Help Portfolio Managers achieve superior investment returns by applying the latest academic research into systematic models
Design, prototype, and back test R based models for alpha generation
Perform scenario analysis and stress testing of investment portfolios
Identify Trade ideas to the Portfolio Managers
Experience with databases, meaningful experience with scripting languages (R, Python, Matlab)

Requirements:

Must have 3+ years of working on quantitative global fixed income risk analytics for a major buy-side firm (Global Credit, Global High Yield and Global Fixed Income)
Must have systematic quantitative fixed income investment management experience
Must have an advanced quantitative degree
Must have experience working with factor models and scenario risk models
Must have a passion for creating innovative methods for exploiting fixed income market inefficiencies
Must have asset allocation research experience
Must have strong R and SQL programming skills
Must have experience working with Bloomberg Port
Must have superior communication skills and the ability to work closely with senior management, investors, operations and technology in a collegial and collaborative work culture

Keywords: Fixed Income, Risk Sizing, Systematic Fixed Income, Risk Premia, Factor models, Bloomberg Port, Shock Portfolio, Databases, SQL, Python, Risk Analytics, Portfolio Construction, Portfolio Optimization

Please send resume to Jim Geiger jeg@analyticrecruiting.com

Job ID JEG-24414

More Jobs From Analytic Recruiting Inc.