Validate security level analytics generated by Bloomberg pricing models; Develop and validate models covering risk forecast and performance attribution for fixed income and derivatives; Collaborate with Data, Product, and Engineering teams; Propose and substantiate new research ideas; Communicate clearly through face-to-face meetings, presentations and written publications; Deliver complex projects with multiple stakeholders
Requirements:
PhD or equivalent experience; 5+ years of experience within fixed income analytics or quantitative portfolio research*; Programming skills in Python and database languages in addition to Linux, Shell Scripts, and Github; Experience building single security pricing models for bonds and fixed income derivatives; Experience implementing statistical models that apply cross-sectional and time-series econometrics, dimensionality reduction, and optimization techniques
Text:
Quantitative Researcher - Fixed Income Risk Models Validate security level analytics generated by Bloomberg pricing models; Develop and validate models covering risk forecast and performance attribution for fixed income and derivatives; Collaborate with Data, Product, and Engineering teams; Propose and substantiate new research ideas; Communicate clearly through face-to-face meetings, presentations and written publications; Deliver complex projects with multiple stakeholders PhD or equivalent experience; 5+ years of experience within fixed income analytics or quantitative portfolio research*; Programming skills in Python and database languages in addition to Linux, Shell Scripts, and Github; Experience building single security pricing models for bonds and fixed income derivatives; Experience implementing statistical models that apply cross-sectional and time-series econometrics, dimensionality reduction, and optimization techniques
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