The Fund invests in a variety of Fixed Income assets including G-7 and Emerging Markets Government and Corporate Bonds as well as structured products, TIPS and other Financial Derivatives [Futures, Options, Swaps]. Responsibilities will focus on: building tactical asset allocation, portfolio construction and relative value tools and models for managing Global Bonds, Emerging Market Fixed Income and Credit based Relative Value Strategies and, develop research tools and models for alpha generation. The candidate must have 5+ yrs of Relative Value Risk Modeling experience at an investment firm or bank, deep knowledge of Financial Derivatives (credit/structured credit), expertise in stochastic processes, optimization theory, Monte Carlo, and finite difference schemes, deep understanding of math and statistics, and an advanced degree (PhD preferred) in a quantitative science.
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