Fixed Income Research Role - BFS

Please find the below JD :

- 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.

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.

Pratibha Ghugtyal