{"id":8016,"date":"2012-09-24T16:22:00","date_gmt":"2012-09-24T14:22:00","guid":{"rendered":"http:\/\/tradingjobs.bontrade.org\/?p=8016"},"modified":"2012-09-24T16:22:00","modified_gmt":"2012-09-24T14:22:00","slug":"fixed-income-quantitative-analyst","status":"publish","type":"post","link":"https:\/\/bontrade.org\/blog49\/8016\/fixed-income-quantitative-analyst\/","title":{"rendered":"Fixed Income – Quantitative Analyst"},"content":{"rendered":"

Apply for Job Here<\/a><\/p>\n

Our firm’s Fixed Income philosophy is unique. We are value investors. We select securities based on deep fundamental research and seek to purchase them at discounted valuations. Our process is designed to create a margin of safety, which helps mitigate risk and protect against permanent loss of capital. We are not index driven. The availability of attractively priced opportunities drives our purchases, not benchmarks or ratings. At our firm, short-term market volatility is considered a source of opportunity. Our approach is to be patient and only invest when there is an appealing tradeoff between risk and return. <\/p>\n

Our firm Fixed Income has approximately $40 billion of assets under management distributed across the fixed income universe: Treasury bonds, TIPS, corporate bonds, structured products (MBS and ABS), and municipal bonds. This is an opportunity to complement and support the efforts of leading investment professionals in the construction of optimal portfolios, portfolio risk management, and performance monitoring. <\/p>\n

Job Profile:
We are looking for a self-motivated analyst to join the Fixed Income Quantitative Research Team within Investment Management (IM) as a Quantitative Analyst. This role has two broad dimensions: (1) provide modeling support in the investment decision processes such as our security valuation framework and its components, and (2) the analysis of fixed income portfolios in terms of consistency with model accounts, factor exposures, and overall portfolio targets. Additionally, the role is expected to interact with marketing and relationship management providing material for clients and consultants <\/p>\n

PRIMARY RESPONSIBILITIES:
\u2022 Assist in the development of solutions for portfolio construction and optimization of constrained accounts.
\u2022 Build, maintain, and enhance models driving investment strategies and portfolio allocation decisions in our fixed income accounts and funds.
\u2022 Gather, maintain, and analyze economic and financial data in support of broad teams’ investment and research efforts.
\u2022 Build relationships with other research teams (structured products, corporate credit, municipal bonds, and Treasuries) involved in the investment process.
\u2022 Maintain current econometric and mathematical valuation models and identify opportunities for enhancement
\u2022 Act as a liaison between systems and portfolio management regarding database improvements and issues.
\u2022 Enhance current VBA and Excel applications for database improvement <\/p>\n

Job Qualifications:
\u2022 Graduate degree (strong Bachelors also considered) in a highly quantitative discipline such as physics, mathematics, or financial economics with a heavy computational emphasis. Strong ability to implement mathematical models empirically is a big plus; At least 1+ years of relevant experience
\u2022 Excellent quantitative and computational skills, as evidenced by formal training in econometrics, statistics, or mathematical modeling.
\u2022 Excellent written and oral communication skills.
\u2022 Well versed in matrix-oriented programming languages such as MATLAB, R, Python, or GAUSS. Working knowledge of Ruby, VBA, SQL, and database programming will constitute an advantage.
\u2022 Interested in building models and applications utilized in fixed income portfolio management; e.g., relative value, portfolio optimization, position size determination, multi-factor risk models, term structure models, scenario analysis, and performance attribution systems.
\u2022 Ability to work and multi-task efficiently in a fast-paced and team-oriented environment.
\u2022 Overall, an intellectually curious individual, willing to learn as much as possible while working with a sophisticated investment team<\/p>\n

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Apply for Job Here Our firm’s Fixed Income philosophy is unique. We are value investors. We select securities based on deep fundamental research and seek to purchase them at discounted valuations. Our process is designed to create a margin of safety, which helps mitigate risk and protect against permanent loss of capital. We are not […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4520],"tags":[1883,4628,2579,3035],"class_list":["post-8016","post","type-post","status-publish","format-standard","hentry","category-tradingjobsearch","tag-analyst","tag-fixed","tag-income","tag-quantitative"],"_links":{"self":[{"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/posts\/8016","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/comments?post=8016"}],"version-history":[{"count":0,"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/posts\/8016\/revisions"}],"wp:attachment":[{"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/media?parent=8016"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/categories?post=8016"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/bontrade.org\/blog49\/wp-json\/wp\/v2\/tags?post=8016"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}