Quantitative Rates Trader - Taxable Fixed Income

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)

Qualifications

• 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