The Gateway to Algorithmic and Automated Trading

Fixed Income Machine Learning - Quant Research

this job appointment has expired

Location United States,

Remuneration Competitive

Employment type perm

Updated 07th Sep 2017

Company Selby Jennings

Contact Ben Hodzic (NY)

Phone +1 646 759 4560

Email click here

Fixed Income Machine Learning Quant Researcher - Asset Management

A client of ours is looking for a quantitative strategist to join their dynamic team working on futures, relative value, and global arbitrage strategies across a large book of capital.

The position they are looking to fill is most suited to individuals who are looking to pursue a career in Fixed Income, Currencies and Commodities research and Portfolio Management working directly alongside senior portfolio managers and traders. This role is with a global Asset Management firm that has been investing heavily in new technology, data sets, and machine learning frameworks to access and utilize all of the unique ways to find alpha in the markets.

Responsibilities will include:

  • Quantitative research and statistical analysis
  • Factor modeling, asset pricing, and relative value research
  • Develop models and tools that directly impact the investment process
  • Developing tools for identifying security selection opportunities within fixed income products
  • Structuring tools that monitor and evaluate existing portfolio strategies
  • Daily communication with senior Portfolio Manager
  • Creating tools and metrics for risk management related to portfolio construction and optimization

Candidates should possess:

  • Masters degree in a computational or financial field (Ph.D preferred)
  • 4 years working within the fixed income, currencies, and commodities markets as a quantitative analyst
  • Hands on experience in Python, R, or Tensorflow greatly preferred
  • Excellent communication skills
  • Desire and eagerness to pursue a career in quantitative investment management

If there is any interest in this position, please click the APPLY NOW button directly below.

Financial Job Opportunities | Automated Trader