SENIOR QUANTITATIVE RESEARCHER Company

BNP Paribas Investment Partners

• Location

  USA-NY-New York City

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  09-Oct-2013

• eFC Ref no

  1290371

Fischer Francis Trees & Watts, Inc. (FFTW) is a specialist manager of US and global fixed income portfolios for institutional clients. Our clients include central banks, official institutions, corporations, pension plans, insurance companies, foundations, endowments, and mutual funds.

In the U.S. we have offices in Boston, Chicago, New Jersey and New York.  FFTW is the global fixed income provider for BNP Paribas Investment Partners. We have an excellent career opportunity for a Senior Quantitative Researcher in our New York office. This person will be responsible for developing quantitative alpha strategies and tools. The research will encompass a wide range of fixed income asset classes with the expectation that successful research will be put into regular production and incorporated in the portfolios of FFTW, either as direct trades or tools that recommend direct trades. The person will report to the Head of Quantitative Strategies and Research Group.

Specific Responsibilities:

• Perform empirical work to explore the efficacy of using fixed income assets to add value over benchmarks on behalf of clients. Empirical work is open in terms of its form, but produces explicit and dispassionate recommendations for positions within portfolios.
• Develop models that deliver alpha.
• Explore, conceptualize and develop tools that will be used by other Alpha groups and Client Service/Business Development for assisting in the choice of assets and portfolios on scientific principles.  Ensure that strategies are aligned with FFTW’s overall investment philosophy.
• Meet with Clients and Prospects to explain the Quantitative Group’s work. Maintain a presence within the firm and the industry by conveying ideas and work to a broader audience and by interaction and assimilation of ideas of the broader audience.
• Mentor and assist with the professional development of the group’s members.

Ideal Personal Profile:

• Taking initiative: Works proactively and independently, implementing work processes, ideas and solutions, in situations where information is missing or wholly unusual.
• Communication skills: Expresses his / her messages, both orally and in writing, in an effective, organized way which is appropriate to the audience being addressed.
• Ability to Summarize: Identifies and presents key information. Gives his / her point of view by structuring and summing up all useful elements.
• Accuracy: Is constantly attentive to the precision and thoroughness of the information sent and to the quality of the work; ensures that errors are minimized.
• Teamwork: Knows how to work in a team and /or across teams, acts bearing common interests and respect for fellow team members in mind.
• Integrity: Acts ethically, in compliance with what is said and while respecting the company’s values and rules.

Academic Background and Experience:

• Minimum of 3-5 years of relevant professional experience, strongly preferred in Fixed Income.
• In-depth knowledge of the dynamics of Global Fixed Income markets and their fundamental, economic and behavioral drivers.
• Ability to relate and apply concepts of Quantitative Finance to the market realities. Mathematical adeptness and comfort with abstraction should be reinforced with a good sense of practicality. 
• Advanced programming skills. Ability to handle large amounts of heterogeneous data. Experience with SQL and MATLAB a plus.  
• Graduate degree in Finance, Economics, Engineering, Mathematics, Physics, or related discipline.

To be considered for this opportunity, please forward your resume utilizing the online application process.  Equal Opportunity Employer.

• Apply online