Research Analyst - (Investment Grade Bonds Group)

Job Title/ Job Code: Research Analyst - Fixed Income

Location Country/Countries: Hyderabad

Job Summary

The candidate would be required to work closely with Portfolio Managers of Investment Grade Bonds group in developing alpha generating strategies for the Securitized Products group. The job will involve developing various models (ex:- Agency Coupon Swap Model, Agency Prepayment Model, CMBS Credit Model) along with providing research coverage to various sub-asset classes within out broader coverage. An ideal candidate will also be responsible for database management, developing cash-flow/surveillance models, using third party wrapper libraries and performing data analytics. The candidate should be well versed in a wide range of languages and should be open to experimenting with new technologies. We expect the candidate to show a strong inclination to learn and understand the Securitized Products Asset class.

Job Duties/ Responsibilities

- Data Coverage across all the sub-asset classes

- Developing models as described in the job summary

- Create pricing programs using our internal models/third-party wrapper libraries

- Constantly monitor data for trends and macro movements which can potentially generate trade ideas

Requirements

EDUCATION AND EXPERIENCE

- Undergraduate degree from a top-tier school preferably in a quantitative discipline such as math, science, engineering, computer science

- Graduate degree from a top-tier program with highly analytical focus, eg MBA in quantitative finance, MFE in financial engineering, MS in computer science, operation research, quantitative economics, econometrics, engineering or statistics

- PhD not required, but preferred.

- At least 5+ years total work experience in Technology, preferably in Securitized Products Technology and a strong aptitude for Problem Solving.

- Experience in developing and supporting quantitative models will be a plus.

LICENSES AND CERTIFICATIONS

- None required, but it will be beneficial to hold a CFA/FRM designation.

KNOWLEDGE, SKILLS, AND ABILITIES

- Extensive programming skills - VB, .NET, C/C++/C#, F#, R, PHP/PERL, MYSQL

- Comfortable with UNIX/Bash scripting

- Intermediate and Advanced Statistics

- Excellent database skills - can maintain the entire database and work on adding sources of data.

- Project management skills; ability to scope, manage and implement solutions to provide critical technology support to the Portfolio Manager.

- Modelling experience in Intex,Trepp desired, especially using wrapper classes

- Strong Communication Skills and Interpersonal Skills

- High ability to handle ambiguity

PROBLEM SOLVING AND DECISION MAKING

- An ideal candidate will independently solve problems arising out of his day-to-day work with minimum supervision/help.

TRAVEL REQUIREMENTS

- 2-3 trips a year (Short Term)

NOTE: The above statements are intended to describe the general nature and level of work being performed by incumbents. They are not intended to be an exhaustive list of all responsibilities, duties and skills required by all incumbents. Incumbents may perform other duties as assigned. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. Management retains the right to add to or change the duties of the position at any time.

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