Senior Fixed Income Quant Analyst – Systematic Strategies | London
We are partnering with a leading fixed income systematic strategies business seeking a senior fixed income quant analyst to play a pivotal role in shaping portfolio construction, risk modelling, and capital allocation.
This is a newly created role with a high level of influence over portfolio optimization and risk-adjusted returns. The individual will work at the intersection of quantitative research, risk modelling, and portfolio construction, ensuring the fixed income risk model covers all asset classes while providing superior risk-adjusted control.
The role offers a strategic seat at the table, with direct involvement in discussions that shape how the business runs and allocates capital. While this is not a trading role, the ideal candidate will possess strong trading intuition and a deep understanding of portfolio construction philosophy. As they establish themselves, their influence will grow, with future team-building and management responsibilities.
Key Responsibilities:
Develop and enhance risk models, credit curve fitting, and corporate bond analytics to improve portfolio construction.
Work with in-house factor models, multi-factor modelling, or PCA to generate actionable insights.
Ensure risk models directly contribute to portfolio optimization and risk-adjusted returns.
Expand and refine the fixed income risk model to cover all asset classes.
Engage in high-level discussions on capital allocation and risk management.
Work closely with senior investment professionals while managing and mentoring two junior quants, with the ability to shape and grow the team further.
Key Requirements:
PhD in a quantitative discipline such as mathematics, statistics, or financial engineering.
Expertise in fixed income quant modelling, with a focus on corporate bonds and credit curve fitting.
Understanding of optionality in cash bond markets and its impact on risk models.
Experience with factor models, multi-factor modelling, or PCA.
Strong intuition for trading and portfolio construction philosophy.
Proficiency in Python and/or C++ for model development.
Buy-side experience preferred, but strong sell-side candidates will be considered.
Ability to shape the team, leveraging existing infrastructure in the US, with future management responsibilities.
📩 Apply by sending your CV to: quantresearch@octaviusfinance.com