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Systematic Quant Researcher for Fixed Income Strategies
Job summary
A leading asset management firm in Newport Beach seeks a Quantitative Research Analyst to develop and implement quantitative trading strategies. You’ll manage trade executions, backtest strategies, and collaborate with portfolio managers to explore market inefficiencies. Candidates should have a master's in a technical field, programming skills in Python or similar, and a solid understanding of financial markets. This role offers a competitive salary with a discretionary bonus based on performance.
Benefits
Qualifications
- Master’s degree in financial engineering or other technically demanding program.
- Bachelor’s degree focus in Finance, Economics or other technical degree.
- Minimum 3.2 GPA on a 4.0 scale from an accredited institution.
- Fluency in English (speaking, reading, writing).
- 2-3 years relevant experience.
Responsibilities
- Implement and manage quantitative trading strategies.
- Run code or spreadsheet to generate trades and execute.
- Perform research and backtest trading strategies across asset classes.
Skills
Education
Tools
* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.