Senior Quantitative Researcher Senior Quantitative Researcher …

Selby Jennings
in Boston, MA, United States
Permanent, Full time
Last application, 20 Feb 20
Negotiable
Selby Jennings
in Boston, MA, United States
Permanent, Full time
Last application, 20 Feb 20
Negotiable
The Senior Quantitative Researcher will work closely with the Portfolio Manager on developing different Trading Strategies. In Addition, they will be responsible for mentoring the more junior members of the research team and collaborate with senior members on advanced research initiatives.

Senior Quantitative Researcher at Top Hedgefund in Boston

Primary Responsibilities:

* Manage the development as well as enhance of the in-house fixed income pricing platform used for portfolio and risk management. collaborate with Research Directors and Portfolio Managers on different investment strategies.

* Develop a comprehensive understanding of the daily scenario-based Risk System production process, including model development, data requirements and processes, database layout, C++ analytics, and report generation

* Build accountability-based business process to monitor daily Risk System runs, utilizing Researchers and Quantitative Developers

* Investigate and explain sources of large daily sensitivity and scenario PL changes and discrepancies

* Pinpoint issues with data and/or analytics and direct junior members of the Group to resolve them

* Make changes and enhancements to the models, scenario definitions and other parts of the risk system to accommodate new state variables and sources of risk


Qualifications:

* MS in Computational Finance/Financial Mathematics/Financial Engineering
* 5+ years of professional experience implementing fixed income pricing models for products in rates, credit, correlation and ABS space
* Substantial experience with C++ programming of fixed income analytics in a production environment
* Familiarity with various types of fixed income instruments and valuation approaches
* Solid understanding of risk management concepts
* Proven ability to work collaboratively as well as independently


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