Focus Capital is supporting its asset manager, which operates across multiple asset classes and strategies. We are looking for a senior quantitative professional with a background in fixed income and risk modeling to work on a team composed of the top quantitative professionals and the CRO (and former head of quant analytics at one of the top firms in the country).
In this role, you will model, evaluate and quantify risk for assets including fixed income products, equities, alts, and derivatives. You will collaborate with other quantitative professionals and portfolio managers to drive informed and data-driven decisions and meet with stakeholders to turn business level discussions into quantitative models.
The quality of life and total compensation are unmatched in the area. There is a major emphasis on work-life balance, while the company continually grows its assets under management each year. The firm has continually attracted some of the top quants from NYC looking for a more rewarding career path and a better work-life balance.
A strong background in fixed income products is required to succeed in this position.
Minimum Requirements:
- 5+ years of quantitative risk modeling experience
- Strong knowledge of fixed income products (including MBS, ABS, CLOs)
- Other asset class experience is preferred (i.e. equities, derivatives, alternatives, real estate)
- Hands-on technical experience leveraging Python, R, MATLAB
- Vast knowledge of technology platforms utilized internally by hedge funds
- Prior experience interfacing with front office professionals and portfolio managers
- PhD in mathematics, physics, computer science, computational finance or a related field of study.