Quantitative Analyst, Boston, MA, Hybrid, 3 days in office, 155k to 195k

Quantitative Analyst, Boston, MA, Hybrid, 3 days in office, 155k to 195k base, bonusCompensation Commensurate with experience, bonus, benefits, EOE, diverse highly educated culture. Candidates must be a U.S. citizen or national, refugee, asylum, or lawful permanent residents.Our client is a leading hedge fund manager with over $12 billion of net assets under management.  The firm pursues investment strategies primarily within the global fixed income markets with the objectives of capital preservation and absolute return without significant correlation to equity, interest rate and foreign exchange markets.  Established in 1994, our client manages private investment funds that serve endowments, foundations, pension funds and other institutional and high-net-worth investors.Our client seeks a Quantitative Analyst that will report to Director of R&D and will work directly with the senior members of the Quantitative Research Group.  ResponsibilitiesThe successful candidate will develop an in-depth understanding of the firm’s asset pricing models, quantitative data acquisition system, portfolio, and risk management report generation, and take ownership of many aspects of the firm’s daily data acquisition and risk system processes.Emphasize practical, hands-on quantitative research and development in collaborative, fast-paced environment.Develop in-depth understanding of the firm’s analytics library and related processes and applications. These include: database layout.C++ objects that represent market data,financial instruments and pricing models,overnight and intraday processes which compute various analytics.and reports that present the results of these calculations to Portfolio Managers and other users.Collaborate with other members of the team, and with Trading Floor personnel to develop advanced analytical tools to be used in the firm’s portfolio and risk management processes.Become thoroughly familiar with a suite of applications and processes which collect, validate, normalize, store, and monitor the various structured and unstructured financial market data from internal and external sources used in pricing the fund’s portfolio.Participate in daily monitoring of these processes and work with junior members of the group to resolve issues with data and/or analytics.QualificationsMS in Computational Finance/Financial Mathematics/Financial EngineeringQuantitative finance experience. Familiarity with fixed-income instruments across interest rate, credit, correlation, and ABS spaceSolid knowledge of object-oriented concepts and C++; familiarity with Python, C#, SQL, Bloomberg, Postgres, or SQL Server databasesExperience in a multi-programmer environment is a plusProven ability to produce quality work under time pressure, and to work collaboratively with othersIntellectual curiosity and an eagerness to learnDiversity and EOE StatementsOur clients are committed to an inclusive workplace where we do not discriminate based on race, sex, gender, national origin, religion, sexual orientation, gender identity, marital or familial status, age, ancestry, disability, genetic information, or any other characteristic protected by applicable laws. They believe in diversity and encourage any qualified individual to apply. They are an equal employment opportunity employer.BlueSkyClarity proudly believe that your gender, race, nationality, religion, sexual orientation, status as a protected veteran, or status as an individual with a disability should have nothing to do with hiring practices. We are an EOE agency that seek to increase our client’s diversity recruitment and hiring.Posted byDom Costagliola, Principal, m 1-617-899-5094, domenic@blueskyclarity.comhttp://www.blueskyclarity.com/Type: direct hire