A high performing Boston Based Fund are looking to add a Fixed income quant researcher to their team. The group are looking for specific individuals with experience developing systematic strategies in the fixed income/relative value space. The fund is well known and highly successful therefore are looking for an individual who stands out in the field of fixed income research.
Your responsibilities will include:-
- Working directly with the portfolio managers to deliver comprehensive Fixed Income/relative value trade recommendations.
- Perform analytics and building products to bring value of fundamental, macroeconomic market and financial data to investors by using statistical tools and models, valuations and forecasts.
- Performing ad-hoc analysis such as calculating optimal hedge ratios/running portfolio optimisations.
- Designing and testing a variety of systematic fixed income relative value trading strategies such as carry, trend, momentum and interest rate spread models.
The ideal candidate will have:-
- Experience working as a quantitative fixed income strategist or econometrician in a central bank.
- An MSC/PHD in a statistical or mathematical subject
- Excellent communication skills
- Experience developing real time fixed income trading strategies and ideas based on Macro themes using econometrics.
This is an excellent opportunity to join a world renowned team, working on one of the most advanced platforms. The team is small but experienced therefore you will receive lots of exposure.
All applicants must have work Authorisation for the USA.
In order to apply please send your CV in WORD FORMAT to quantresearch@octaviusfinance.com
Interviews have already begun to take place.