Quantitative Fixed Income Tactical Asset Allocation Strategist

  • Competitive
  • Washington D.C., DC, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 04 Mar 19

Top Investment Manager in Washington, DC specializing in global multi-asset fixed income strategies is seeking a Tactical Asset Allocation Analyst to join the Fixed Income Portfolio Management team. The role will work with and support Portfolio Managers on asset allocation and portfolio construction strategies.

Responsibilities:

  • Work directly on the desk with PM’s as an embedded quantitative analyst
  • Be prepared to build, run and analyze investment models for rapid decisions
  • Develop optimal trading strategies across credit and rates markets
  • Work on portfolio construction models
  • Developing dynamic sector allocation models
  • Develop portfolio risk models
  • Create data visualizations for the PM’s
  • Analyze and interpret portfolio risk reports

 

Requirements:

  • Must have 3+ years working in fixed income investment quantitative models with a buy or sell side firm- trading desk quant experience preferred
  • Must have an advanced quantitative degree (MS)
  • Must have strong knowledge of fixed income markets
  • Must have proven experience working with interest rate and credit models
  • Must have strong statistical modeling and quantitative analysis skills
  • Must be able to provide rapid analysis to PM’s working in a trading room
  • Must have current and strong programming skills (R, Python, SQL)

 

Keywords: Tactical Allocation, Optimize Trading Strategies, High Yield, MBS, Corporate Bonds, R, Fixed Income, Real Return, portfolio construction, asset allocation, SQL, Alpha Modeling

 

Please refer to Job 23384- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com