- Lead and Manage a Quantitative Development team that is embedded into the firms Fixed Income Quantitative Research and Fixed Income and High Yield Investment teams.
- Work directly on a trading floor leading and managing a team of embedded quantitative analysts supporting the firm's investment process.
- Work with other investment professionals to identify and solve complex fixed-income portfolio risk and analytical problems.
- Build tools and applications mostly in Python, C++, and SQL, that will improve the investment process and improve portfolio performance.
- An advanced degree (MS/PhD) in a Quantitative Field is required.
- 10+ years of fixed-income risk modeling experience
- Proven experience working on fixed income portfolio level risk and analytics.
- Experience working directly with fixed-income risk and analytics models.
- Experience managing, leading, and building fixed income quantitative analysts.
- Experience with full stack fixed income analytic software development
- Advanced Python, C++, and SQL programming skills
- Security-level knowledge of Rates, High Yield, and Structured Fixed Income products
Keywords: Embedded Quant, Fixed Income Analytics, Quantitative Risk, Rates, Structured Products, High Income
Please send resumes to Jim Geiger firstname.lastname@example.org