Systematic Fixed Income Researcher (Agency MBS)

I'm working on a highly confidential search for an investment professional to help build a next-generation systematic mortgage-backed securities investment platform within a globally recognised institutional investment organisation.

This is a rare opportunity to join at the very beginning of a long-term platform build, where you'll play a key role in developing systematic investment strategies across the Agency MBS universe.

We're interested in professionals with experience in areas such as:

• Agency MBS

• TBA pass-throughs & dollar rolls

• Mortgage basis & relative value

• Option-adjusted spread (OAS)

• Prepayment modelling

• Quantitative research & systematic investing

• Alpha/signals research

• Portfolio construction & risk budgeting

• Python or other quantitative programming languages

We're open to candidates from leading asset managers, hedge funds, investment banks and systematic investment firms who combine deep MBS expertise with a strong quantitative research mindset.

Location: Middle East (full relocation support available)