Quantitative Rates Trader – Taxable Fixed Income Quantitative Rates Trader – Taxable Fixed Income …

Analytic Recruiting Inc.
in New York, NY
Permanent, Full time, Hybrid
Last application, 23 Jan 22
Analytic Recruiting Inc.
in New York, NY
Permanent, Full time, Hybrid
Last application, 23 Jan 22
Posted by:
Jim Geiger • Executive Recruiter
Posted by:
Jim Geiger
Executive Recruiter
A NY based Fixed Income Investment team is looking for a multi-dimensional Quantitative Analyst with experience executing US Treasuries and other fixed income securities for a large buy side firm. The fixed income team consists of portfolio managers (PMs), analysts and traders that work together collectively to make informed investment decisions. The Quantitative trader will have a particular focus on maintaining the firm’s trading relationships in the US and Global rates markets, providing valuable market updates including yield curve changes and liquidity issues, as well as managing the execution of all transactions. The role also requires advanced quantitative analytic responsibilities.

Primary Responsibilities

  • The role requires advanced quantitative analytic responsibilities: strong data analysis and technical/programming skills for interest rate modeling, portfolio construction and asset allocation weightings.
  • Execute large blocs of US Treasury securities and other fixed income assets
  • Identify Relative Value Opportunities supported by quantitative data driven analysis
  • Work on interest rate models to maintain portfolio liquidity and for asset allocation
  • Source investment opportunities and access liquidity in the marketplace
  • Collect, organize, and disseminate relevant market and trading information to the investment team
  • Partner with portfolio managers, traders, and analysts to generate investment ideas that will have a positive impact on investment performance
  • Establish and maintain strong dealer relationships (sales, trading)


  • 5+ years of quantitative buy-side fixed income investment-related experience
  • Quantitative undergraduate degree required with progress toward MBA/CFA preferred
  • Demonstrated capability with interest rate modeling and handling large data sets
  • Advanced technology/programming skills using Python, Matlab/R
  • Strong analytical ability along with excellent communication skills
  • Proven trading experience executing
  • Ability to multi-task in a fast-paced environment with a constant focus on accuracy
  • Team player who is flexible, willing to pitch-in where needed, be familiar with front-to-back office operations, and proficient with technology
  • Ability to think creatively and independently while working in a collaborative environment
  • Aptitude for using new technologies to enhance our workflow, trading systems, and market surveillance capabilities

Keywords: Quantitative Analyst, US Treasury Trader, Rates, Python, Matlab, R, G-10 Government Bonds, Relative Value, Execution, Interest Rate Modeling, Asset Allocation


Please send resumes to Jim Geiger jeg@analyticrecruiting.com

Analytic Recruiting Inc. logo
More Jobs Like This
See more jobs