Vice President – Fixed Income, Risk Modelling Quantitative Research

Our client, a leading global asset management firm, is seeking an experienced Vice President - Fixed Income to join their established team. This role will focus on the Global Multi-Factor Risk Model & Systems, working closely with portfolio managers, traders, risk management, finance, research, and application development teams. The team has the influence and opportunity to build a high-performing group.

Key Responsibilities:

• Design and develop analytical solutions for fixed income portfolios

• Collaborate with portfolio and risk managers

• Contribute to programming in Python, C++, and/or Java

• Mentor junior analysts

Requirements:

• 9+ years of experience in fixed income quantitative research or risk management

• Proficiency in Python, C++, and/or Java

• Deep understanding of factor risk models and attribution

• Advanced degree (PhD or Master’s) in a quantitative field

This is a great opportunity for a seasoned professional to join a leading global asset management firm with a strong presence in the USA and make a significant impact on risk management systems while helping to shape the future of the team.

Apply to quantresearch@octaviusfinance.com