Senior Fixed Income Quantitative Analyst

We have been appointed by one of our client, a famous Investment Manager in Monaco, to recruit its new Senior Fixed Income Quantitative Analyst. The successful candidate will be responsible for developing and implementing quant models to enhance analytics capabilities, build innovative tools, and support data-driven decision-making within the fixed income markets.

This role is based in the Tech Team and implies a lot of connections with the PM and Traders to build tools, infrastructure and improve risk management processes.

Requirements

• Educational Background: Advanced degree (master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Engineering is preferred. A degree in a quantitative field or finance is required.
• Experience: minimum of 5 years of experience in quantitative development at a bank, hedge fund or asset manager within Fixed Income markets.
• Programming: Strong programming proficiency in Python and at least one C-type language. Although C# is preferred, strong experience in C++ or Java could be considered too.
• Quantitative Skills: Strong background in probability, statistics, and econometrics.
• Financial Knowledge: Strong understanding of fixed income products, including bonds, interest rate derivatives, bond futures, yield curves and curve construction.

Benefits

Rare Opportunity.