Employer will accept any suitable combination of education, training, or experience.br br Experience in H.6 or H.10 to involve 1 programming and software skills, including at least 2 of the following Python, SQL, R, or ExcelVBA. Also, 2 years of experience stated herein to involve 2 analytical skills, including mathematics, probability theory, linear algebra, and numerical analysis; 3 knowledge of finance and economics involving the efficient market hypothesis, modern portfolio theory, and major asset pricing models CAPM, ICAPM, CCAPM; framework for expected bond returns, major studies on the cross section and time series of bond returns and interest rates; exchange rate basics, uncovered and covered interest parity, and hedging; and fixed income portfolio construction and risk management; 4 experience conducting fixed income research using a large amount of data involving knowledge in statistics and financial engineering e.g. regressions analysis, time series analysis, portfolio optimization and database e.g. BloombergBarclays, TRACE, MSRBEMMA and programming skills e.g. Python, SQL, R; and 5 communication skills, especially putting analyses into clientready materials.
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