Job Description:
Job ID(18321) |
A Fixed Income Investment firm is looking for an experienced investment professional for quantitatively based index portfolio management and quantitative portfolio analysis. Responsibilities include: research, develop and implement quantitative index replication strategies in global fixed income: support PM'::s and traders on security selection, performance attribution, and investment strategies, and develop rebalancing and optimization tools for portfolio management. The candidate should have an advanced quantitative degree, deep understanding of math/statistics, stochastic processes, optimization theory, numerical methods and statistical analysis. The role requires 5+ yrs of C++, or C development, Matlab, Splus and relational databases and knowledge of CPLEX is strongly preferred. The role also requires someone who has deep portfolio optimization experience, demonstrated hands-on work with fixed income securities and valuation and the ability and interest in interacting on a daily basis with fixed income portfolio managers.
Recruiter: Jim Geiger
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