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Role Summary:
We are seeking a hands-on Data Science Quantitative Engineer to join our Fixed Income team. The ideal candidate will have extensive experience in developing predictive alpha models across fixed income markets. This role requires a professional who is highly skilled in the entire quantitative investment lifecycle, including alpha research, risk management, portfolio management, trade execution, and the application of quantitative investment techniques to facilitate better risk taking.
Key Responsibilities:
Drive quantitative research from idea generation through to data acquisition, statistical analysis, and documentation of findings, with a particular focus on predictive alpha models.
Develop and implement sophisticated fixed income investment models and trading strategies using a rigorous scientific approach.
Integrate quantitative research findings into portfolio management, risk management, and trade execution processes to optimize investment outcomes.
Enhance the investment process of Northern Trusts quantitative credit strategies.
Conduct empirical research applying findings to signal creation, portfolio construction, and risk assessment.
Utilize machine learning and AI techniques to innovate and refine investment strategies, leveraging technology to drive superior performance.
Collaborate with team members and effectively communicate research findings within the organization and to external stakeholders, including clients and prospects.
Necessary Qualifications:
Skills Required:
5+ years of relevant experience as a hands-on quantitative investment professional, with a track record of developing predictive alpha models in fixed income markets.
Masters, or PhD in a technical or quantitative discipline (e.g., statistics, mathematics, physics, electrical engineering, computer science, applied economics, or finance).
Systematic Fixed Income investing experience a plus.
Proficiency in at least one programming language, ideally Python, with additional experience in PySpark, SAS , MATLAB, or R being advantageous.
Hands on experience working in Azure Cloud Services, ADLS, ADF, Databricks will be very helpful.
Strong knowledge of asset pricing, factor anomaly literature, and the application of sustainability data within an investing context.
Expertise across the entire quantitative investment lifecycle, including alpha research, risk management, portfolio management, trade execution, and the application of technology.
Experience in applying machine learning models within an investing context, with familiarity in alternative data as an advantage.
Ability to think independently, creatively approach data analysis, and clearly communicate complex ideas.
Mandatory skills
Data Science
PySpark
Azure DataFactory
Azure Databricks
Secondary skills:
Asset Management
Key job details
About Virtusa
Teamwork, quality of life, professional and personal development: values that Virtusa is proud to embody. When you join us, you join a team of 36,000 people globally that cares about your growth — one that seeks to provide you with exciting projects, opportunities and work with state of the art technologies throughout your career with us.
Great minds, great potential: it all comes together at Virtusa. We value collaboration and the team environment of our company, and seek to provide great minds with a dynamic place to nurture new ideas and foster excellence.
Virtusa is an Equal Opportunity Employer. All applicants will receive fair and impartial treatment without regard to race, color, religion, sex, national origin, ancestry, age, legally protected physical or mental disability, protected veteran status, status in the U.S. uniformed services, sexual orientation, gender identity or expression, marital status, genetic information or on any other basis which is protected under applicable federal, state or local law.
Applicants may be required to attend interviews in person or by video conference. In addition, candidates may be required to present their current state or government-issued ID during each interview. All candidates must be authorized to work in the USA.
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