Quant Fixed Income Researcher

Recruiter
Insight Investment Management Limited
Location
London, United Kingdom
Salary
Competitive Salary + Bonus
Posted
21 Jan 2023
Closes
26 Jan 2023
Ref
18535376
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Insight Investment is a leading asset manager focused on designing investment solutions to meet its clients' needs.

Founded in 2002, Insight's collaborative approach has delivered both investment performance and growth in assets under management. Insight manages assets across its core liability-driven investment, risk management, full-spectrum fixed income, currency and absolute return capabilities.

Insight Investment is owned by BNY Mellon, a global leader in investment management and investment services.

Insight has a clear mission and purpose to offer investors a different approach to achieving their investment goals; one that prioritises the certainty of meeting their chosen objectives in contrast to the traditional focus on maximising return and minimising volatility.

Insight takes responsible investment seriously. In our view, it is as an essential part of deciding whether an investment is fair value. Insight is a signatory to the Financial Reporting Council's UK Stewardship Code4 and a founding signatory to the UN-supported Principles for Responsible Investment (PRI) in 2006.

Insight has a global network of operations in the UK, Ireland, Germany, US, Japan and Australia.

More information about Insight Investment can be found at: www.insightinvestment.com

Division Description:
Fixed Income Quantitative Research team at Insight is looking for a quant researcher with expertise and experience in financial modelling, empirical analysis, machine learning, statistics, and data science as applied to domain of financial markets and investing.

Role accountabilities:
  • Develop economic, mathematical, and statistical models and techniques to generate data driven investment insights with real-world applicability.
  • Practitioner mind set to solve investment problems ranging from alpha generation, risk assessment and portfolio construction with a keen eye towards model interpretability and feature attribution.
  • Perform detailed analysis and management of data including resolving data imperfections, conducting data transformations, pre-processing, and collating diverse data sources to facilitate their usage in model building.
  • Work in close collaboration with a global team of quant and fundamental researchers and portfolio managers in a high growth and collaborative environment with competing priorities.
  • Contribute data and code to fixed income research platform for the benefit of broader firm.
  • Cover all major fixed income sectors including rates, credit, securitized, emerging markets, currencies, and asset allocation.

Knowledge required:
  • Advanced academic degree in a technical or quantitative discipline, such as economics, finance, accounting, statistics, mathematics, computer science, physics, and engineering. Even though it is fixed income research role, we welcome applicants from diverse backgrounds including equity, currency, economics, and physical and mathematical sciences.
  • Experience in applying a range of modelling techniques like factor modelling, derivatives pricing, portfolio optimization, machine learning, and natural language processing to real world datasets. We will include the experience acquired as part of an advanced degree, including that related to thesis work, research papers, and internships.
  • Intuitive understanding of empirical methods and data science techniques, with a strong grasp of their strengths, weaknesses, and applicability for solving a variety of problems
  • Relevant experience working with a variety of financial and economic databases as well as unstructured and alternative data.
  • Effective communication skills, particularly the ability to clearly communicate technical concepts and results to both technical and non-technical audiences.
  • Strong computing skills, including fluency in Python and SQL.
  • Ability to independently generate high potential ideas, and own substantial research projects to drive the growth of the business.
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