Quantitative Trader

Quantitative Trader - Fixed Income – Sydney

• Leading ETF manager, approx. $30bn AUM in Australia
• Investments & Capital Markets team
• Fixed income portfolio management and OTC execution

A leading global ETF manager across equities, fixed income and alternatives. In Australia this business now manages over $28bn across a broad ETF range distributed to both retail and institutional investors. Sitting within the Investments and Capital Markets team and reporting to a Senior Portfolio Manager, this role sits at the intersection of quantitative portfolio management and fixed income trading, with meaningful scope to shape the tools, models and execution processes underpinning the firm's passive and active fixed income strategies.

Day-to-day responsibilities include managing passive and active fixed income portfolios using optimisation techniques; executing and managing OTC fixed income trades; building and maintaining quantitative models, tools and dashboards for portfolio management, return and risk analysis; supporting portfolio managers with trade reviews, performance monitoring and oversight of exposures and risk attributes; and contributing to broader business needs around investment reporting, performance and risk attribution and stakeholder communications. There is also scope to contribute to investment thought leadership as part of the wider team.

The successful candidate will bring at least three years' quantitative or trading experience from an asset manager or investment bank, with direct exposure to fixed income markets and OTC execution. A degree in a quantitative discipline (Data Science, Finance, Actuarial Studies, Mathematics or similar) is expected, with a postgraduate qualification welcomed. Working proficiency across Python, R, SQL and VBA is expected, with experience building quantitative models and familiarity with the Bloomberg API all advantageous. Above all, you will bring the communication skills, hands-on problem-solving disposition and comfort working in a fast-paced environment to engage credibly with portfolio managers, traders and wider business stakeholders.

To discuss further in confidence, please contact Luke Pearce, Sign in to view email