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Quantitative Research: Fixed Income

Non communiqué
Londres, Royaume-Uni
Mise en ligne il y a 24 jours Hybride CDI Highly competitive market compensation
Our client is a Global third-party fund manager, managing in excess of £1tns across all asset classes. A significant portion of its fixed income assets are run quantitatively, with a dedicated quant' research team supporting the portfolio managers through the generation of alpha-focussed investment recommendations.

This is an important role, within a substantial fixed income business, where the successful candidates will be contributing investment ideas to fundamental, 'quantamental' and systematic strategies.  They will be an integral part of the investment team, expected to contribute on a formal, and ad hoc, basis. 

They will have a high degree of autonomy to originate and develop strategic and tactical investment ideas across the listed fixed income universe i.e., rates, credit, developed and emerging markets.  

To be considered, candidates will need to have a strong academic background in a relevant subject (i.e., a minimum of a master’s degree).   They will need to demonstrate a broad knowledge of the fixed income universe - in the context of institutional investing - and they will need good advocacy skills so as to be able to articulate their ideas and market views to a wide range of audiences.

This is an opportunity to bring quantitative skills and experience to a highly regarded and long-established fixed income business. 

 

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