A Boston based asset manager is looking for a Quantitative Trader to develop and implement proprietary software that delivers fully automated electronic market-making in municipal bonds. The firm uses systematic, computer driven trading strategies to: manage the investment decision process, identify liquidity anomalies, to construct and optimize fixed income portfolios, and enhance electronic execution capabilities that contribute to alpha generation.
- Provide cutting edge software solutions to facilitate systematic decision modeling and execution for the fixed income portfolio team
- Design and implement systematically driven investment portfolios
- Leverage your strong technology skills to help portfolio managers and traders identify investment opportunities in some of the less liquid and fragmented fixed income markets such as Municipal Bonds and High Yield Bonds.
- Leverage your current statistical and machine learning skills to incorporate security level data that is unique to Municipal Bonds (State of Issuance, Sector, Rating, Coupon, Call Date).
- Work across several business areas, (trading, IT, analytics) to introduce more advanced electronic trading connections that can address sectors of the fixed income markets that have poor data quality, limited liquidity, and uneven price transparency
- Quantitative Degree required; Advanced Degree preferred
- Experience working with systematic fixed income investment or trading strategies and systems
- Understanding of the unique security characteristics of municipal bonds is strongly preferred
- Understanding of the unique characteristics of the municipal bond market is strongly preferred
- Strong programming skills with Python, KDB/Q, SQL, Snowflake are required
- This role works closely with several business units and requires both superior verbal and written communication skills
- The position sits in the front office in a trading orientated pressure filled environment.
Keywords: Municipal Bonds, Systematic Strategies, Electronic Execution, Data Management, Fixed Income Portfolio Management
Please send resumes to Jim Geiger email@example.com