Quantitative Developer – Fixed Income Investment Research

Responsibilities:

• Work closely with Quantitative Ph.D.'s on prototyping and coding investment models
• Build tactical asset allocation, portfolio construction, and risk management models
• Work on model testing, ongoing performance monitoring, and model documentation
• Work on improving model performance by refactoring code
• Work as a liaison between investment professionals and core IT to build faster and more efficient portfolio risk and portfolio construction models
• Stress Test Investment and Pricing Models for performance analysis
• Conduct Quantitative Research to implement model enhancements

Requirements:

• Quantitative degree in – Math, Physics, Computer Science 
• 5+ years of experience building portfolio construction, investment risk, investment analytics, and portfolio optimization models
• Must have Full-stack programming experience through an entire software development lifecycle
• Must have software engineering skills – one or more of the following (Python, SQL Linux, C++)
• Must have SQL Database experience
• Must be comfortable working with and supporting Quantitative Research developing new models and products
• Must have superior communication skills and the ability to manage people and projects

Keywords: Quantitative Investment Models, Portfolio Construction, Pricing Models, Investment Manager, Statistics. Factor Models, Econometric models, Fixed Income, Analytics

Please refer to Job 23566 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com