We are working with a leading fixed income quant team driving innovation in global multi-factor risk modeling. This team covers major public fixed income markets worldwide, developing models for credit, interest rates, and foreign exchange risk. You’ll collaborate closely with portfolio managers, traders, and experts across risk management, structured finance, and application development.
Role Overview:
*Develop advanced analytical tools and strategies to solve complex challenges in asset management.
*Work directly with portfolio and risk managers to deliver customized quantitative solutions.
*Enhance and maintain a library of sophisticated risk models as part of a high-performing quant team.
*Lead and mentor junior analysts, supporting their growth and contributions.
Candidate Profile:
*Advanced degree in a quantitative field (PhD preferred) such as mathematics, finance, engineering, or similar.
*At least 7 years of experience in quantitative research, preferably within fixed income on the buy-side.
*Strong expertise in statistical and machine learning methods, including PCA, optimization, regression models, and practical applications.
*In-depth knowledge of factor risk and attribution models.
*Skilled in programming languages like Python, C++, and/or Java.
*Additional experience with structured finance, credit models, or Monte Carlo simulations is advantageous.
*Proven ability to execute independent research while thriving in a collaborative environment.
*Excellent communication skills, with the ability to clearly present complex ideas to varied audiences.
If you’re a skilled quantitative analyst looking for an exciting opportunity to contribute to innovative research and development within fixed income, we’d love to discuss this role with you!
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