Senior Fixed Income Quantitative Researcher

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This role sits within the well-established Quantitative Fixed Income division of a renowned Asset Management company. The global team are at an exciting stage of growth, currently undergoing a significant expansion of their systematic research function in London. They have a broad coverage of the Fixed Income sub-asset classes, investing in Rates, FX and Credit (Corporate and Structured) among others.

The Systematic Research team compliments the wider team, with dedicated groups covering data analytics, portfolio construction, desk quant support and portfolio management. So, this is a great team to work in if you have a passion for in-depth research and a real focus on signal generation / strategy development.

The Core Responsibilities Include;

* Conduct quantitative research focusing on macro fixed income (derivatives and liquidity) or fixed income emerging markets (local currency, hard currency and corporates).

* Collaborate with investment teams to conceptualize and build investment/screening tools.

* Assist in the development of systematic trading strategies.

* Analyse and interpret portfolio risk and attribution reports.

* Partner with the Technology organisation to develop and enhance quantitative models from research stage through to production.

What makes an ideal candidate?

* Technically sound - you have a strong educational background in either computer science, mathematics, or statistics (MSc or PhD preferred), can confidently use appropriate software packages e.g. Python packages / R and the ability to work with datasets.

* Investment Mindset - youre passionate about markets and have a sound understanding of the underlying financial instrument. You can justify your convictions.

* Market Knowledge - you have detailed knowledge of fixed income markets and comprehensive understanding of portfolio concepts.

* Idea Generator - you must be someone who can evidence professional experience of creating trading models from end-to-end and have good considerations when creating screening tools for the portfolio management process.

Other Requirements:

* 6+ years of prior experience in a buy side fixed income environment as a quantitative researcher (Experience with performance attribution and risk models is desirable).

* CFA designation.

* Ability to master complex tasks, communicate ideas effectively and work independently on projects.