Quantitative Researcher – Director Level

1 week ago


London, Greater London, United Kingdom Octavius Finance Full time
Company Overview:
We are a leading fixed income quant team at Octavius Finance, driving innovation in global multi-factor risk modeling. Our team covers major public fixed income markets worldwide, developing models for credit, interest rates, and foreign exchange risk.

Salary:$250,000 - $350,000 per year

Job Description:
We are seeking an experienced quantitative researcher to join our high-performing quant team. As a quantitative researcher, you will develop advanced analytical tools and strategies to solve complex challenges in asset management. You will work directly with portfolio and risk managers to deliver customized quantitative solutions. Additionally, you will enhance and maintain a library of sophisticated risk models.

Required Skills and Qualifications:
  • Advanced degree in a quantitative field (PhD preferred) such as mathematics, finance, engineering, or similar.
  • At least 7 years of experience in quantitative research, preferably within fixed income on the buy-side.
  • Strong expertise in statistical and machine learning methods, including PCA, optimization, regression models, and practical applications.
  • In-depth knowledge of factor risk and attribution models.
  • Skilled in programming languages like Python, C++, and/or Java.

Benefits:
  • Competitive salary
  • Opportunity to work with a leading fixed income quant team
  • Collaborative environment


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