Quant Associate/Senior Quant Associate – Fixed Income

SKL; Sydney; On-site; AUD 120,000 - 180,000; Full time

Job summary

SKL is seeking a Quant Associate or Senior Quant Associate to join its Investments and Capital Markets team in Sydney. The role focuses on portfolio management of fixed income strategies, development of models and tools, and support across data analysis and reporting.

On-site 5 days a week, you will work with stakeholders to optimise risk and return. The ideal candidate holds a quantitative degree with at least 3 years in asset management or investment banking, has experience with fixed income,

Qualifications

• Degree in a quantitative field (e.g. Data Science, Finance, Mathematics, Actuarial Studies).
• Minimum 3 years in a quantitative/trading role in asset management or investment banking.
• Experience trading fixed income securities.
• Clear and effective communication skills with stakeholders.
• Ability to make sound decisions in a fast-paced environment.
• Proficiency in SQL, VBA, Python and R is desirable.
• Experience building quantitative models and dashboards (Power BI).
• Bloomberg API experience advantageous.

Responsibilities

• Portfolio management of passive and active fixed income strategies using optimisation techniques.
• Develop tools and analysis for equity and fixed income returns and risk for systematic portfolios and PM group.
• Build and maintain models and tools for fixed income portfolio management.
• Fixed income OTC trade management and execution.
• Assist PMs with trade reviews, portfolio performance and risk attributes explanations.
• Support the wider business with data analysis, investment reporting, performance and risk attribution and stakeholder communications.

Skills

Quantitative analysis

Communication

Stakeholder management

Decision making

Data analysis

Education

Bachelor's degree in a quantitative field

Postgraduate degree (PhD/MSc) or CFA preferred

Tools

SQL

Python

R

VBA

Bloomberg API

Power BI

Job description

Our client - one of the world's largest fund managers and leaders in ETFs - is seeking a Quant Associate or Senior Quant Associate to join their Investments and Capital Markets team. This role is based in Sydney and on-site 5-days a week.

About the role

• Portfolio management of passive and active fixed income strategies using optimisation techniques.
• Develop tools and analysis for equity and fixed income returns and risk, supporting both systematic portfolios and the broader portfolio management group.
• Building and maintaining models and tools for fixed income portfolio management.
• Fixed income OTC trade management and execution.
• Assist portfolio managers with trade reviews, portfolio performance and oversight of exposures and risk attributes.
• Support the wider business with data analysis, investment reporting, performance and risk attribution and stakeholder communications.

About you

• Degree in a quantitative field (Bachelor of Data Science, Finance, Actuarial Studies, Mathematics, or similar. Postgraduate degree (PhD, MSc or CFA) is preferred.
• Minimum of 3 years of experience in a quantitative/trading role in asset management or investment banking.
• Experience trading fixed income securities.
• Clear and effective communication skills and able to interact with a range of stakeholders.
• Ability to make sound decisions in a fast-paced environment.
• Proficiency in advanced analytical tools desirable (SQL, VBA, Python & R).
• Experience building quantitative models and dashboards desirable (Power BI).
• Previous experience with Bloomberg API is advantageous.