Quantitative Rates Trader - Taxable Fixed Income

Analytic Recruiting Inc.
New York, USA
02 Mar 2022
18 Mar 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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
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