07/08 Soumya S
Executive - Recruiter at Aarch Solutions

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Fixed Income Research/Fixed Income Quantitative Analyst - BFSI (2-5 yrs)

Bangalore Job Code: 729492

Job Description :

Fixed Income Quantitative Analyst

- The candidate would be required to work closely with senior Fixed Income analysts across the globe to developing different quantitative trading strategies for Rates research.

- The job will involve developing various models (ex:- Nelson-Siegel-Svensson, principal component analysis etc.) along with providing research coverage to various sub-sectors and regions within our broader coverage.

- An ideal candidate will also be responsible for database management, developing cash-flow and surveillance models, using third party wrapper libraries and performing data analytics.

- The candidate should be well versed in a wide range of languages and should be open to experimenting with new technologies. We expect the candidate to show a strong inclination to learn and understand the Rates asset class.

Work Split :

- 25% Data coverage across all regions

- 25% Developing models as described in the job summary

- 25% Create pricing tools using our internal models/third-party wrapper libraries

- 25% Constantly monitor data for trends and macro movements which can potentially generate trade ideas



- Undergraduate degree from a top-tier school (IITs/NITs/BITS Pilani) preferably in a quantitative discipline such as math, science, engineering, computer science

- Graduate degree from a top-tier program with highly analytical focus, e.g. MBA in quantitative finance, MFE in financial engineering, MS in computer science, operation research, quantitative economics, econometrics, engineering or statistics

- At least 2+years total work experience in Technology, preferably in Bond Analytics or Fixed Income technology and a strong aptitude for Problem Solving

- Experience in developing and supporting quantitative models will be a plus.


- None required, but it will be beneficial to hold a CFA/FRM designation


- Extensive programming skills - VB, .NET, C/C++/C#, R, Python, MYSQL

- Intermediate and Advanced Statistics

- Excellent database skills - can maintain the entire database and work on adding sources of data

- Project management skills; ability to scope, manage and implement solutions to provide critical technology support

- Strong Communication Skills and Interpersonal Skills

- High ability to handle ambiguity

- An ideal candidate will independently solve problems arising out of his day-to-day work with minimum supervision/help

Role also includes

- Developing/Maintaining research tools for analyzing relative value opportunities in various sovereign bond markets, tracking their issuance patterns, monitoring central bank rates, predicting yield curve movements etc.

- Partnering with the Global rates team and actively tracking the interest rate regimes across both developed and emerging markets

- Analyzing the financial, economic, and political situation of each country and authoring research reports, thereby recommending investment strategies in their bonds and derivatives (e.g. IRS and ASW)

- Studying monetary policy, various economic variables and other central bank activity to gauge and identify active trades in the market

- Analyzing the details of the Quantitative Easing measures across the developed market and their impact on various sovereign curves on an ongoing basis

- Contributing to research reports and commenting on changing supply, spread dynamics in these debt markets, trend in offshore bond flow

If Interested, Kindly revert with your confirmation and updated CV.


This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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