RESPONSIBILITIES
• Conduct alpha research, formulate investment ideas in rates markets with holding periods from days to months
• Engage and collaborate with fellow researchers and quantitative developers to implement strategies
• Manage, refine and evolve existing strategies
• Work with senior PMs on portfolio construction in the presence of real-world constraints
• Perform post-trade analysis including model performance, TCA, and risk management
REQUIREMENTS
• PhD or Masters alongside an undergraduate degree in a quantitative, economics or finance related field with a strong academic track record
• 3+ years of experience in an analytical role informing market views at a bank/hedge fund/asset manager
• Strong understanding of market dynamics and rates fundamentals and what drives markets over days and weeks
• Strong programming ability (Python preferred)
• Solid understanding of probability and statistics
• Ability to work with unstructured real-world data
• Independent research experience is preferred
• Intellectual curiosity is a must
• Ability to thrive in a team environment and collaborate across teams
• Excellent analytical skills, with strong attention to detail
Beneficial / nice to have:
• Broader global fixed income markets research experience, be that across non US geographies or corporate bonds, credit and/or mortgages
Portfolio Manager • Newport Beach, CA USA