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You will be conducting the highest level of quantitative research spanning a range of areas affecting fixed income portfolio management, portfolio construction, forecasting of capital markets conditions and asset pricing.
Previous managerial experience
Strong experience in the quantitative credit space, specifically: government bonds, derivatives instruments, corporate debt and secured assets.
PhD or STRONG MSc
CFA/FRM or similar
Excellent knowledge of statistical techniques and packages
Strong coding skills including but not limited to Python, R, MATLAB, SQ
Attention to detail
Excellent communication skills
Genuine interest in financial markets
If you would like to be considered for the role, send your CV to Quantresearch@octaviusfinance.com
Interviews have begun taking place
**This is an exclusive mandate to Octavius Finance.