Quantitative Fixed Income Tactical Asset Allocation Strategist Quantitative Fixed Income Tactical Asset  …

Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 21 Jul 19
Competitive
Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 21 Jul 19
Competitive
Top Investment Manager in Washington, DC specializing in global multi-asset fixed income strategies is seeking a Tactical Asset Allocation Analyst to join the Fixed Income Portfolio Management team. The role will work with and support Portfolio Managers on asset allocation and portfolio construction strategies.

Responsibilities:

  • Work directly on the desk with PM’s as an embedded quantitative analyst
  • Be prepared to build, run and analyze investment models for rapid decisions
  • Develop optimal trading strategies across credit and rates markets
  • Work on portfolio construction models
  • Developing dynamic sector allocation models
  • Develop portfolio risk models
  • Create data visualizations for the PM’s
  • Analyze and interpret portfolio risk reports

 

Requirements:

  • Must have 3+ years working in fixed income investment quantitative models with a buy or sell side firm- trading desk quant experience preferred
  • Must have an advanced quantitative degree (MS)
  • Must have strong knowledge of fixed income markets
  • Must have proven experience working with interest rate and credit models
  • Must have strong statistical modeling and quantitative analysis skills
  • Must be able to provide rapid analysis to PM’s working in a trading room
  • Must have current and strong programming skills (R, Python, SQL)

 

Keywords: Tactical Allocation, Optimize Trading Strategies, High Yield, MBS, Corporate Bonds, R, Fixed Income, Real Return, portfolio construction, asset allocation, SQL, Alpha Modeling

 

Please refer to Job 23384- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

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