Executive - Recruiter at Aarch Solutions
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Fixed Income Research/Fixed Income Quantitative Analyst - BFSI (2-5 yrs)
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
EDUCATION AND EXPERIENCE
- 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.
LICENSES AND CERTIFICATIONS
- None required, but it will be beneficial to hold a CFA/FRM designation
KNOWLEDGE, SKILLS, AND ABILITIES
- 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.
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