Quantitative Research Analyst, I&G
On-site
Core
Develop highly sophisticated alpha-generating models for asset allocation, portfolio optimization, and security selection.
Role type
Senior quantitative research analyst (fixed income)
Builds
Optimized active ETFs and alpha-generating models
Domain
Fixed income asset management
Deliverable
production ML models
Required skills
Python, Matlab, SQL, fixed-income derivatives, portfolio optimization, asset allocation, security selection, macroeconomic analysis, risk management
Preferred skills
PhD or MS in quantitative finance/hard science/engineering, 10+ years experience
Technologies
Python, Matlab, SQL
Responsibilities
Participate in idea generation, interact with Portfolio Managers on macro/risk issues, improve existing models and processes, optimize active ETFs
Seniority
Senior, hands-on IC