Quantitative Fixed Income Research Analyst

Title: Quantitative Fixed Income Research Analyst

  • Employer: Mellon Capital Management
  • Website: http://www.mcm.com
  • Salary: DOE
  • Location: San Francisco, CA
  • Job Description:

    Mellon Capital Management, a top tier global multi-asset investment manager, is currently seeking a highly qualified Fixed Income Researcher to join their team.

    Description
    The incumbent will be part of global macro research group that is responsible for designing, developing and testing new models and enhancing existing models in the global macro investment area. The major responsibilities for the role include building, enhancing and validating alpha generation models and risk models for fixed income markets. Additionally the incumbent will help with research and production in other areas of the global macro strategies. The role will also be expected to work on customized strategies and conducting analysis for clients.

    Qualifications
    • Ph.D. degree or Master degree with minimum of 2+ years of research experience in finance, financial engineering, or economics.
    • Extensive knowledge on sovereign sector of the global fixed income market.
    • Strong knowledge on quantitative finance such as term structure models, volatility models, and options pricing.
    • Familiar with various fixed income market instruments, market conventions and risk management.
    • Proven ability to work effectively in a team environment.
    • Technically competent, including solid skills on econometrics, Excel and Matlab.
    • Strong written and verbal English communication skills.

  • Contact Details: Genna Gryziec, gennag@bnymellon.com

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