Executive Job Description | Title: VP Quantitative Analyst – Fixed Income
Location: New York, NY (Manhattan)
Salary: $200,000+
Req#: 4274
Respond To: Tracy Bell – tbell@tbellassociates.com
Company Description
Our Client is a leading global investment management firm that offers high-quality research and diversified investment services to institutional clients, individuals and private clients in major markets around the world with $490 billion in assets under management as of March 31, 2011. Our Client employs more than 500 investment professionals with expertise in growth equities, value equities, fixed income securities, blend strategies and alternative investments and, through its subsidiaries and joint ventures, operates in more than 20 countries. Our Client’s research disciplines include fundamental research, quantitative research, economic research and currency forecasting capabilities. Through its integrated global platform, Our Client is well-positioned to tailor investment solutions for its clients. Our Client also offers independent research, portfolio strategy and brokerage-related services to institutional investors.
Position:
We are looking for a senior quantitative analyst to cover fixed income quantitative research with a focus on credit strategies (both cash and credit derivatives). The purpose of this position is to contribute to the research, development and implementation of quantitative-based methodologies for fixed income instruments and derivatives. As part of the global quantitative research effort in fixed income, this individual would be expected to participate and contribute in this capacity to fixed income portfolios, multi-sector portfolios and cross-asset mandates. This position will report to the Head of the Quantitative Research group.
Specific Responsibilities:
•Research and develop models, tools and strategies in support of both existing and new investment efforts in credit instruments (investment grade and high yield), sovereign debt, derivative instruments and currencies.
•Partner with the portfolio management and economics teams; participate in and make refinements to the portfolio construction process.
•Respond to various quantitative requests from consultants and clients, such as simulations, strategy studies, index/benchmark studies, risk profiles and performance attribution
•Develop and maintain strong relationships with cutting edge researchers in both the academic and professional communities to understand recent developments
•Collaborate with all internal quantitative analysts to drive information sharing and leverage expertise
Job Qualifications:
•Strong quantitative skills –including mathematics, statistics and probability.
•A very good understanding of the financial markets in general and fixed income markets in particular. – knowledge of credit markets would be preferable
•Strong foundation in financial econometrics would be preferred
•Computer programming and database skills – Excel, Matlab, SAS, SQL Server, Oracle
•Collaborate with all internal Quantitative Analysts to drive information sharing and leverage expertise
•PhD preferred (Finance, Economics, Physics, Mathematics, Statistics or other relevant discipline)
We will only be able respond directly to those that meet the specified qualifications listed above. If you are on the market and interested in connecting I welcome your Linkedin invitation.
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