Fixed Income Risk Analytics Quant

Risk- Analytics- Fixed Income- Modeling Development- Portfolio- R- PhD-FactorModeling-New YorkCity I am currently recruiting a Fixed Income Risk Analytics manager for a global leader in the business and information systems located in New York City. This is an amazing opportunity to join the world's largest influencer of decision makers and making a significant impact on a global business practice. This individual will be responsible for research and development of investment portfolio risk and analytic products with the core focus on the Fixed Income markets. You will be tasked with developing state-of-the-art factor models and performing independent research that helps clients improve the investment management process; supervise model implementation in the software product conduct value-added research in the areas of risk model development, portfolio management, portfolio optimization, risk hedging/mitigation, and performance attribution. Risk and portfolio managers will rely on the models you develop for stress testing, scenario analysis, tracking error calculations, portfolio construction, attribution, trading list analysis as well as VaR estimation. Requirements: * Experience with finance theory, asset pricing, factor modeling, and optimization theory * Ability to manipulate large datasets and perform statistical analysis is essential. * A PhD in natural sciences, Finance, Economics or a related field. * Good knowledge of Fixed Income markets, instruments and algorithms. * Minimum of 5 years of industry or relevant academic experience at a top institution. * Knowledge of advanced statistics and econometrics. * Advanced knowledge of R programming language. * Working knowledge of factor model techniques. Risk- Analytics- Fixed Income- Modeling Development- Portfolio- R- PhD-FactorModeling-New YorkCity

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com