Quantitative Researcher - Fixed Income Indices

Expiring today

Recruiter
Bloomberg
Location
London, United Kingdom
Salary
Competitive
Posted
30 Jul 2022
Closes
13 Aug 2022
Ref
15663892
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Department profile
Bloomberg's Index and ESG Research team supports the Index business in the development of custom indices as well as ESG product development. The role reports to the head of the Index and ESG Research team within the broader Portfolio Risk and Index Quant Research group.

Job Summary
We are seeking a quantitative researcher to focus on fixed income index design. A successful candidate will be passionate about the opportunities to offer systematic approaches to investment and portfolio construction, whether for meeting traditional or sustainable investing objectives.

Responsibilities
  • Develop and validate models for global fixed income indices
  • Collaborate with Data, Product and Engineering teams
  • Propose and substantiate new research ideas
  • Communicate clearly through face-to-face meetings, presentations and written publications
  • Deliver complex projects with multiple stakeholders
  • Perform literature reviews and keep apprised of index research

Qualifications
The candidate should demonstrate expertise in systematic fixed income research built on strong data and analytical skills. Additionally, the candidate should have either the knowledge or ability to learn research related to sustainable finance.

KEY QUALIFICATIONS INCLUDE:
  • Master's or PhD degree in Mathematics, Economics, Statistics, Quantitative Finance or a similarly quantitative field
  • Experience in presenting and refining research ideas with clients and partners
  • Experience implementing statistical models that apply cross-sectional and time-series econometrics, dimensionality reduction, and optimization techniques
  • Expertise in one or more statistical programming languages - Python is strongly preferred
  • 3+ years of experience working on a data-intensive modeling team

Exposure to one or more of the following areas is a plus:
  • Machine learning techniques, including classifiers, filters, neural networks, and ensemble learning
  • ESG frameworks and scoring
  • Fundamental financial analysis and corporate valuation
  • Understanding of corporate default risk models
  • Experience across fixed income sub-asset classes, such as High Yield, MBS and Municipals.
  • Please note we use years of experience as a guide, but we certainly will consider applications from all candidates who are able to demonstrate the skills necessary for the role.

If this sounds like you:
Apply if you think we're a good match! We'll get in touch with you to let you know what the next steps are.
Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, colour, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law.
Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email emea_recruit@bloomberg.net (mailto:emea_recruit@bloomberg.net). Alternatively, you can get support from our disability partner EmployAbility, please contact +44 7852 764 684 or info@employ-ability.org.uk (mailto:info@employ-ability.org.uk)

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