Description
Our client is a style agnostic boutique asset management company that has grown significantly in recent years. Their business comprises a variety of business units that plug into the larger machine. This structure offers the business the opportunity to have a diverse product offering covering a variety of asset classes and financial engineering capabilities.
The fixed income division now requires a new resource to join an established team that has achieved significant success over time.
The Role:
Join a small team, comprising two portfolio managers and three quantitative analysts, some being based off-shore. Focus on credit and interest rate derivatives, with a significant portion of time dedicated to programming. Suitable for recent graduates or individuals looking to break into the investments industry.
Qualifications:
- Strong proficiency in mathematics and coding
- Postgraduate degree in engineering or science preferred
- Qualification in finance advantageous but not required
- Excellent competencies in mathematical modelling and programming
- Excellent university grades important
Competencies and attributes:
- Outstanding analytical ability
- Curiosity
- Ability to work independently and seek out questions and answers
- Enjoyment of solving new problems
- Interest in risk, investing, financial derivatives, and modelling
- Comfort in unstructured environments
To apply: Send CV, qualifications, and academic transcripts to
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