Quantitative Developer – Fixed Income Investment Research Quantitative Developer – Fixed Income Investment  …

Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Be the first to apply
Competitive
Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Be the first to apply
Competitive
Boston based investment firm is looking for a Quantitative Developer to develop and enhance analytics, risk, pricing, asset allocation, and portfolio construction models for the Fixed Income Investment Management technology team. This role is part of Fixed Income Portfolio Management and collaborates with and supports Quantitative Strategists and Portfolio Managers.

Responsibilities:

  • Work closely with Quantitative Ph.D.'s on prototyping and coding investment models
  • Build tactical asset allocation, portfolio construction, and risk management models
  • Work on model testing, ongoing performance monitoring, and model documentation
  • Work on improving model performance by refactoring code
  • Work as a liaison between investment professionals and core IT to build faster and more efficient portfolio risk and portfolio construction models
  • Stress Test Investment and Pricing Models for performance analysis
  • Conduct Quantitative Research to implement model enhancements

Requirements:

  • Quantitative degree in – Math, Physics, Computer Science 
  • 5+ years of experience building portfolio construction, investment risk, investment analytics, and portfolio optimization models
  • Must have Full-stack programming experience through an entire software development lifecycle
  • Must have software engineering skills – one or more of the following (Python, SQL Linux, C++)
  • Must have SQL Database experience
  • Must be comfortable working with and supporting Quantitative Research developing new models and products
  • Must have superior communication skills and the ability to manage people and projects

Keywords: Quantitative Investment Models, Portfolio Construction, Pricing Models, Investment Manager, Statistics. Factor Models, Econometric models, Fixed Income, Analytics

Please refer to Job 23566 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

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