Asset Management - GFICC - Quantitative Researcher / PM - ED/VP - London, United Kingdom,
The company is a leading financial services provider.
- The analyst will be responsible for conducting quantitative alpha research throughout fixed income, currencies and commodities with the goal of implementing their strategies in our dedicated Quantitative Flexible Bond Fund. They will also have extensive interaction with investment professionals in the Rates, Credit, EMD and FX teams, as well as with their QRG and technology colleagues in London and New York. The position would involve extensive programming and database related work as well as portfolio management.
- Specific activities may include:
- Creating, back testing and enhancing alpha models, ex-ante risk models, optimizers, and simulators;
- Partnering with other researchers and portfolio management teams in developing solutions for concrete portfolio management problems;
- Developing and maintaining strong relationships with cutting edge researchers in both the professional and academic communities to fuel their research;
- Collaborating with all internal quantitative analysts to drive information sharing and leverage expertise.
- An advanced hard science degree at masters or ideally PhD level
- A strong interest in the capital markets.
- Experience specifically in developing novel and original alpha signals primarily within fixed income or other asset classes.
- Proficiency in Python, Matlab, VBA, Bloomberg and DataStream, with any knowledge of SQL being a distinct advantage.
- A strong emphasis on teamwork whilst also being self-motivated and excelling at conducting independent research.
- Sound verbal communication skills, being able to discuss projects simply and concisely with both experts and non-experts alike and being capable of interacting closely with our Quant IT support team.