Multi-Sector Quantitative Analyst Job

PRIMARY PURPOSE OF THE POSITION

This position will be within the quant modeling team of the fixed-income quantitative research group. The primary role of the analyst will be to provide quantitative analysis for the multi-sector investment teams. The analyst will collaborate with the core/core+ and global multi-sector investment teams to develop research agenda, execute the research, and communicate the findings. The analyst will also be expected to analyze relative value opportunities in both cash and derivatives markets and present these ideas to the investment team. In addition, the analyst will also develop ideas for new proprietary investment tools and collaborate with the front-office development team to implement the tools.

PRINCIPAL RESPONSIBILITIES

• Conduct quantitative research focused on multi-sector research. Work with PMs and other analysts to develop research agenda, execute on the research, and communicate the results.
• Develop relative value investment ideas in both the cash and derivatives market. These can range from both inter and intra sector opportunities.
• Work on developing new proprietary investment tools and collaborate with the front-office development team to implement the tools.

QUALIFICATIONS

Required

• A master’s degree in physical sciences, engineering, mathematics, or financial engineering.
• Detailed knowledge of fixed-income markets and analytics with minimum 5-10 years of relevant experience
• Experience developing relative value investment ideas in both cash and derivatives market
• Comprehensive understanding of financial mathematics and complex derivatives instruments
• Ability to work independently to develop own research agenda and communicate results
• Highly self-motivated and ability to solve problems creatively
• Ability to work with numbers and datasets with full understanding of statistical analysis.
• Ability to program in analytic languages (Matlab, SPlus, etc.) and work with databases