Quantitative Analyst Job
A Fund Investment Manager is seeking a Quantitative Analyst to join their Quantitative Analysis Team. The Analyst will work closely with the rest of the team to support a variety of trading and risk management operations.
Responsibilities include:
– understand fundamental credit analysis.
– understand principles of statistical portfolio management theory / practice
– Cash flow model development and validation.
– Scenario generation model development.
– Asset-liability and interest rate risk management.
– Market / trading strategy formulation.
– Relative value analytics.
– Portfolio management support.
Qualifications:
– Master’s degree or international equivalent focused on math, engineering, computer science, or physics.
– CFA preferable.
– 4-8 years work experience, with a specialization in structured products (Corp Credit, CMBS,ABS and MBS).
Any experience in one or all of the following: trading, risk management, or structuring.
– Proficiency with large scale data manipulation via industry standard database programming languages
– Excellent project management and communication skills
– Highly developed programming skills, in SQL and (especially) Matlab.
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