Global Financial institution based in the Los Angeles area is looking to hire an experienced Quantitative Analyst within their fixed income trading group.  Requirements include a PhD in a quantitative field along with a minimum of 5 years experience working within a buyside fixed income quant group.  Candidates should have experience developing, analyzing and implementing systematic trading strategies.  Strong knowledge of fixed income products and trading, risk management and quantitative analytics.  Experience with Matlab and SAS desired.  Relocation will be provided.  Please inquire for further information. 

For more information or immediate consideration please refer to Job#JCK821 and submit resume in Word format to:  ian@comprehensiverecruiting.com

The candidate will be responsible for creating or vetting valuation models for one of the following instruments:

High Yield:  candidates should have extensive practical experience with High Yield instruments including as many as possible of the following:  default modeling; cash bonds and CDS curves; modeling bond covenant effects on volatility; modeling correlated defaults.

Emerging Markets and Sovereign:   Experience with as many of the following as possible: Modeling sovereign spreads and sovereign default risk, external currency bonds and local currency bonds, both sovereign and corporate. Contagion models; correlated sovereign spreads and defaults. F/X spot and forward modeling. Experience with all debt tiers lower 2, upper 2, and 1 Non-US markets such as pfandbrief.

Rates/Yield Curve/TIPS:  Experience with as many of the following as possible: Risk analysis and valuation modeling of interest rate and inflation-linked instruments and strategies. Knowledge of interest rate processes such as BGM, HJM, Hull-White. Rate derivatives such as caps, floors, and collars. CTD analysis and modeling of swap spreads. Inflation-linked instrument modeling with economic models such as Taylor rule, output gap, Okun's Law, PPP; quantitative modeling such as affine Gaussian latent-factor models. Modeling liability driven investment risk.

The successful candidate will have a Ph.D. or Master's degree in a quantitative discipline with at least 5-10 years experience as "desk quant," trader, trade analysis support, risk manager, portfolio analyst, or portfolio manager.  Experience with model development, testing, and implementation, preferably experience with SAS, Matlab, FinCad or other modeling/statistical software.  A detailed understanding of fixed income markets, trading and/or portfolio management processes, practical business applications and ability to articulate ideas and develop recommendations under uncertainty and regarding "grey areas", and ability to obtain data and information from disparate sources, link and analyze the information, perform data integrity checks, and conduct analysis.

Please refer to Job#JCK1026 and submit resume in Word format to