Researcher (Fixed Income)
Core
Conduct empirical research on portfolio structure, implementation, and asset pricing to support investment strategies and client education.
Role type
PhD Researcher (Fixed Income)
Builds
White papers, presentations, and data-driven insights for internal strategy and client seminars.
Domain
Fixed Income / Quantitative Finance
Deliverable
production ML models | research
Required skills
econometrics, statistics, empirical research with large datasets, Python programming, regression analysis, attribution analysis, characteristics analysis
Preferred skills
fixed-income research, portfolio optimization, derivative pricing, machine learning, T-SQL
Technologies
Python, R, Matlab, SAS, T-SQL
Responsibilities
Conduct rigorous empirical research on portfolio construction and implementation; run historical simulations and econometric tests; develop investment solutions with the sales team; share findings via white papers and presentations; discuss investment philosophy with clients; review academic advances in asset pricing.
Seniority
Junior to Mid-level (0-7 years experience)