Job Description:
Asset Manager is seeking a Quantitative Investment Analyst who must have direct investment experience in the capital preservation, short-term low duration Fixed Income space. Candidate must have experience in fixed income quantitative research generating investment ideas that support short-term fixed income investment decisions.
The role will work with and support the Capital Preservation and Short Duration Portfolio Managers across a portfolio of US government money market investments, and Short Term corporate bonds. These portfolios invest in a diversified portfolio of short and intermediate-term investment-grade corporate, government, and mortgage-backed securities, asset-backed securities, bank obligations, foreign securities, and hybrids.
Responsibilities:
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Work directly on the desk with fundamental PM’s as an embedded quantitative analyst
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Develop and generate investment ideas and optimal trading strategies across credit and rates markets
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Develop dynamic fixed income sector asset allocation models
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Develop portfolio construction models
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Provide top-down macroeconomic analysis and investment selection input for the portfolio
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Prototype, run and analyze quantitative investment models for rapid decisions
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Develop portfolio risk models
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Create data visualizations for the PM’s
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Analyze and interpret portfolio risk reports
Requirements:
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Must have 5+ years of fixed income investment experience with a major buy-side firm
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Must have an advanced quantitative degree (MS)
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Must have proven experience as a desk quant generating investment ideas that support multi-sector fixed income and high yield bond investment decisions
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Must have strong knowledge across all fixed income sectors
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Must have proven experience working with interest rate, portfolio construction and portfolio optimization models
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Must have top-down, macroeconomic investment analysis experience
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Must have strong statistical modeling and quantitative analysis skills
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Must be able to provide rapid analysis to PM’s working in a trading room
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Must have current and strong programming skills (R, Python, SQL)
Keywords: US government money market investments, Short Term corporate bonds, Generate Trade ideas, Prototype Models, Tactical Allocation, Optimize Trading Strategies, R, Fixed Income, Real Return, portfolio construction, asset allocation, SQL, Macroeconomics
Please send resumes to Jim Geiger, jeg@analyticrecruiting.com | For more opportunities, please visit www.analyticrecruiting.com.
