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Job summary
A financial services firm in New York is seeking a Quantitative Researcher to collaborate with a Portfolio Manager on fixed income strategies. This front-office role involves developing analytics and tools to support the investment process. Candidates should have at least 3 years of quantitative research experience, strong Python skills, and a deep understanding of fixed income markets. Ideal applicants will thrive in a collaborative, hands-on environment with a focus on risk analytics and trade diagnostics.
Qualifications
3+ years’ experience in linear rates quantitative research on either buy or sell side.
Strong Python skills with a track record of building production-quality systems.
Deep understanding of fixed income markets and yield curves.
Responsibilities
Work alongside the PM on research and trade idea generation.
Build and enhance front-office analytics and tooling supporting Bond RV strategies.
Develop PM-facing tools for scenario analysis and trade diagnostics.
Develop tools for scenario analysis and trade diagnostics.
Improve execution efficiency through workflow automation.
Skills
Python
Quantitative research
Risk analytics
Fixed income markets
Education
Advanced degree in a quantitative, technical, or STEM field
Job description
A financial services firm in New York is seeking a Quantitative Researcher to collaborate with a Portfolio Manager on fixed income strategies. This front-office role involves developing analytics and tools to support the investment process. Candidates should have at least 3 years of quantitative research experience, strong Python skills, and a deep understanding of fixed income markets. Ideal applicants will thrive in a collaborative, hands-on environment with a focus on risk analytics and trade diagnostics.