Fixed Income - Desk Quant
- Recruiter
- T. Rowe Price International
- Location
-
London, United Kingdom
London (Greater)London (Greater)
- Salary
- Competitive
- Posted
- 20 Nov 2018
- Closes
- 22 Nov 2018
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
PRINCIPAL RESPONSIBILITIES
Investment Analysis and Research: Analyze portfolio exposures, communicate with portfolio management, research investment ideas and recommend actions that help align portfolio positioning to strategy objectives.
- Responsible for the production and implementation of FI quantitative models
- Assist in the development of optimal trading strategies to implement portfolio managers' views
- Support portfolio construction and implementation by devising and running optimizations
- Create security screening tools and data visualizations to assist in the portfolio management process
- Analyse and interpret portfolio risk and attribution reports. Perform scenario analyses and other portfolio level testing
- Partner with research quants in creating trading models and perform rich/cheap analyses
- Assist portfolio managers by performing ad-hoc quantitative analysis
Other Responsibilities:
- Work with internal systems designed for portfolio construction and trade modelling
- Partner with the Technology organization to develop and enhance quantitative models from research stage through production
- Collaborate with the research and investment teams to conceptualize new investment tools and to conduct relevant research
- Provide portfolio construction and analytical support to product development efforts as needed
PERSONAL ATTRIBUTES / SKILLS / QUALIFICATIONS
Required:
- Bachelor's Degree required. Master's degree in a quantitative discipline preferred. CFA designation is a plus
- Prior experience in fixed income quantitative research is essential
- Asset management experience is preferred
- Experience in credit and/or interest rate modelling experience would be an advantage
- Proficiency in statistics and numerical analysis is essential for success
- Comprehensive understanding of financial mathematics and portfolio concepts
- Detailed knowledge of fixed income market and instruments
- Ability to program in analytic languages and work with databases
- Experience with performance attribution and risk models is desirable
Other Requirements:
- Ability to establish rapport and work collaboratively with investors. Ability to work independently on projects
- Successful candidate will be highly motivated and detail-oriented
- Ability to master complex tasks with minimal supervision
- Ability to communicate ideas effectively and solve problems creatively
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