Structured Credit Quantitative Analyst - Buy Side

Operating as part of the Phaidon International group, Selby Jennings, is a multi-award winning global recruitment organisation focused on servicing the banking industry.

he position they are looking to fill is most suited to individuals who are looking to pursue a career in Structured Credit analytics and Portfolio Management working directly alongside senior portfolio managers and traders. This role is within a global tier one Asset Management firm that is currently growing organically due to market demands within the industry. They are looking for only the brightest candidates who have a track record and skill set that can be leveraged by a challenging and innovative working environment.

• Quantitative research and analytical work on portfolio management strategies
• Develop models and tools that directly impact the investment making process
• Developing tools for identifying security selection opportunities within fixed income products (ABS, RMBS, CMBS)
• Structuring tools that monitor and evalute exisiting portfolio strategies
• Daily communication with senior Portfolio Manager
• Creating tools and metrics for risk management related to portfolio construction and optimization

• Masters degree in a computational or financial field (Ph.D preferred)
• 5+ years working in a quantitative research or analytical role on a structured products team
• Hands on experience in statistical software packages, objected oriented experience will be looked at favorably
• Excellent communication skills
• Desire and eagerness to pursue a career in quantitative investment management