Key Responsibilities:

• Develop and implement quantitative models for fixed income markets, including interest rates, credit, and derivatives.
• Conduct in-depth research on fixed income securities, utilizing statistical and econometric techniques to analyze market trends and identify investment opportunities.
• Collaborate with portfolio managers and traders to translate research insights into actionable strategies.
• Design and backtest quantitative trading strategies, focusing on risk management and performance optimization.
• Monitor and refine models based on real-time market data and evolving market conditions.
• Contribute to the development of proprietary research tools and platforms.
• Stay updated on global macroeconomic trends and their impact on fixed income markets.

Key Requirements:

• Advanced degree (Master's/Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Finance, Economics, or a related field.
• 5+ years of experience in quantitative research within fixed income markets, preferably within a hedge fund, investment bank, or asset management firm.
• Strong programming skills in Python, R, MATLAB, or other relevant languages.
• Proficiency in statistical and econometric modeling techniques.
• Familiarity with fixed income instruments, including bonds, swaps, options, and credit derivatives.
• Ability to work in a fast-paced, dynamic environment with a high level of autonomy.
• Strong analytical skills, with a keen attention to detail and a proactive approach to problem-solving.
• Excellent communication skills, with the ability to convey complex quantitative concepts to non-technical stakeholders.

Selby Jennings is a Trading Style of Phaidon International (License number R24119768)

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.