State Street - Quant Research Analyst - Fixed Income

State Street Global Advisors is the asset management business of State Street Corporation, one of the world's leading providers of financial services to institutional investors, with over $2.8 trillion in assets under management and a heritage dating back over two centuries. Backed by the strength and stability of the State Street organisation, SSGA makes continual investments in asset management and client servicing platforms, resulting in a client-focused, solutions-driven orientation. State Street GA's Investment Solutions Group (ISG) is a team of 80+ investment professionals running multi-asset class portfolios for some of the world's largest, most sophisticated investors. We skillfully manage strategies across global, tactical and strategic benchmarks, bringing a deep understanding of the risk and return drivers behind each asset class to every investment decision.

Responsibilities :

- Active involvement in developing models for medium-term alpha generation for Fixed Income and Equity markets.

- Build an appropriate new code base for implementing the fixed income total return strategies. The platform should be able to handle strategies constantly expanding in sophistication & breadth.

- Create end-to-end infrastructure for data gathering, data cleaning, signal generation & portfolio implementation for the strategies.

- Participate in a series of associated projects focused on advanced volatility forecasting techniques

- Over time, the role may expand to cover other multi-asset investments models research

Qualifications

- Bachelor's/Master's Degree in finance, econometrics, science/engineering or another highly quantitative subject

- Strong quantitative background, ideally in econometrics or stochastic calculus

- Minimum of 3 years of quantitative development in the financial industry using R

- Experience in quantitative financial research and analysis; familiarity with Factset, Bloomberg and other similar providers

- Excellent interpersonal, communication and presentation skills