Find a Job

View detailed job description

Fixed Income Quantitative Analyst

Apply
Salary £100k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/30300
Contact Tim Holbrough
Date posted 16-11-2018

Globally renowned Asset Manager seeking a Fixed income Quantitative Analyst to join their London office.
Key Responsibilities
• Improving and maintaining market and risk models for our global product offerings
• Improving existing portfolio construction tools
• Creating new tools to help the team making sound investment decision
• Active contribution in the design of new systems and tools

Skills/ Experience required
• BSc/BA from a recognised university in a quantitative discipline (statistics, econometrics, mathematics, computer science, quantitative finance)
• High concentration of courses taken focused on time series, data analysis in a multi/high dimensional setting (we are not looking for option pricing gurus)
• Ability to deal with LARGE multidimensional datasets (multiple GB)
• Experience developing statistical models (research or thesis)
• Knowledge of statistical learning techniques (regression modelling, logistic regression, dynamic factor modelling, neural network, other supervised and unsupervised learning techniques)
• Knowledge of fixed income instruments, portfolio construction, backtesting, systemic strategy generation, smart beta investing, asset valuation, relative value investing, macroeconomics and fundamentals
• Proficiency in object-oriented programming
• Industry experience in quantitative modelling
• Willingness to design, code, then take models to production
• Experience in risk modelling and portfolio construction
• R, Python and SQL
• Proficiency in statistics
• An interest in machine learning
• Able to work well in a fast paced environment
For applications or enquiries, email Tim.Holbrough@BruinFinancial.com

Ready to apply for this job? Apply Now

Contact Tim about this job

AVP, Consultant