Research Analyst - Quantitative
Fixed Income - EMEA
To carry out this role in accordance with the behaviours expected by the company as detailed under the section ‘Values’ and in accordance with the strategic goals and risk appetite of the Aberdeen group.
A position exists to work as part of the Fixed Income division’s Quantitative Analytics team, working on the strategic quantitative program with the goal of producing truly global solutions. The role will contribute to the enhancement, development and maintenance of the Fixed Income division’s internal risk, research and portfolio management platform as well as perform ad-hoc quantitative analysis for the investment desks.
Contribute to the development, maintenance and support of the Fixed Income division’s in-house risk, research and portfolio management platform. The right candidate will have significant freedom to contribute to the strategic direction of the platform.
Implement functionality requested by the investment desks to tight deadlines.
Propose, design and implement new, value-add functionality to provide competitive advantage
Provide technical expertise in C# and SQL.
Assist in the maintenance and support of related infrastructure and the Quantitative Analytics team’s ALM stack.
Research, propose and implement enhancements to the Fixed Income division’s risk models and portfolio construction process.
Perform ad-hoc quantitative analysis for the investment desks to tight deadlines while effectively managing longer term project work.
Provide training to internal stakeholders on the Fixed Income division’s internal models and capabilities.
Participate in Continual Professional Development opportunities in order to maintain and increase knowledge and skills
Understand and operate in line with relevant regulatory and internal policies and procedures.
Enhance the profile and reputation of the team and Fixed Income internally and externally. Contribute to the long term vision and strategy of Fixed Income and AAM.
EXPERIENCE AND QUALIFICATIONS:
MSc or PhD in Mathematics/Computing or a Scientific or Engineering discipline from a reputable institution.
2+ years development/IT experience in a financial services environment
Familiarity with financial instruments, Fixed Income preferred.
Ability to work independently and manage time effectively between ad-hoc tasks and project work.
Fixed Income instrument pricing/risk knowledge
Multi-factor risk model experience
Expert MS SQL Server
VBA, MATLAB experience beneficial
Knowledge/experience of Atlassian JIRA, Stash, Git preferred.