Fixed Income Portfolio Researcher - Top-Tier Global Hedge Fund Offering up to $300K Base Salary + Progression into Investment Roles - Mondrian Alpha : Job Details

Mondrian Alpha are engaged in an exciting search for an industry-leading, top performing multi-strategy hedge fund. The firm manages a constantly growing AUM and has a record of consecutive years of strong performance with double-digit returns.

The firm owes a lot of its success to its outstanding Quantitative Research group, which is in charge of managing the day-to-day functioning of one of the largest portfolios on the street, looking after aspects of risk management, portfolio construction and trade execution. Consistent with the positive performance that the firm recorded in 2023, the team is expanding and looking to hire a Quantitative Researcher specialised in fixed income products who will be involved in the development of new multi-factor risk models to support PMs and Analysts with portfolio construction and portfolio optimisation strategies.

This is a unique opportunity for the hire to make a visible impact on the firm's investments and contribute to the high performance of its trading desks. In this research-led position, you will be able to build customised risk models, develop factor analytics and apply portfolio construction techniques that you see fit to provide a strong competitive advantage to the portfolios of the fund.

Opportunities for progression are varied. As the Quantitative Research group continues to expand, your role could evolve into leading a branch of the team. Your direct contact with investments and your experience with portfolio construction and optimisation could also allow you to progress into a Portfolio Manager seat in the future.

Requirements:

• Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics or a related field.
• Advanced training in Statistics, Mathematics, Finance/Financial Engineering or a related field.
• Strong mathematical and/or statistical modeling background.
• Demonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies and market microstructure.
• Previous exposure to a quantitative research role with exposure to factor models (equities/fixed income).
• Experience using statistical packages (e.g. Matlab, R) and experience with programming & scripting languages (e.g. Python, C/C++).

Additional details:

The base salary for this role is up to $300,000. Base salary does not include other forms of compensation or benefits. The firm is also known to offer very competitive bonuses, up to 100% for Year 1.