Fixed Income Desk Quant

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