Senior Analytics Researcher

Who We Are

For over 50 years, we have worked closely with investment and asset managers to become the world’s leading provider of integrated investment management solutions. We are 3,600+ colleagues with a broad range of nationalities, educations, professional experiences, ages, and backgrounds.

SimCorp is an independent subsidiary of the Deutsche Börse Group. Following the recent merger with Axioma, we leverage the combined strength of our brands to provide an industry-leading, full, front-to-back offering for our clients, with SimCorp as the overarching company brand and Axioma as a key product brand.

SimCorp is an equal opportunity employer. We are committed to building a culture where diverse perspectives and expertise are integrated in our everyday work. We believe in the continual growth and development of our employees, so that we can provide best-in-class solutions to our clients.

Why this is important to us 

For this position, SimCorp seeks a hands-on, detail-oriented Quantitative Researcher with experience of fixed income markets. Key components of this role include researching and implementing data quality enhancements and working with Data Operations to improve daily processes. The successful candidate will also be involved with client discussions and pre-sales and client technical support.

 What you will be responsible for

As a Fixed Income Researcher at SimCorp, you will have the opportunity to: 

• Collaborate with cross-functional teams to implement data quality standards.

• Identify and resolve data issues such as incorrect or missing data.

• Apply statistical and machine learning methodologies to detect data outliers and anomalies.

• Create and maintain documentation related to data definitions and data quality rules, including assumptions or corrective rules to be followed to address specific data anomalies.

• Construct mappings between SimCorp and vendor data, e.g., for ESG providers.

• Develop improved methods and tools for correcting erroneous credit curves and investigating and interpreting risk and performance numbers related to input data.

In addition to data quality, this research role will support the development of risk models for various fixed income asset classes and risk measures such as liquidity and stress testing.

What we value:

• Quantitative background, to a Master’s level degree at a minimum although a PhD is advantageous.

• A professional designation (e.g., CFA, FRM) is a plus.

• 2+ years of experience in fixed income markets including both rates and credit. Experience of other asset classes is advantageous.

• Experience of coding, preferably Python.

• Ability to explain complex concepts clearly.

• Ability to quickly understand existing approaches and apply a variety of analytic techniques to new problems.

• Advanced communication and documentation skills, including the ability to present technical concepts to a wide range of audiences and work effectively across teams.

Next steps

Please note only applications sent through our system will be processed. Applications are continuously assessed, so please send your CV in English as soon as possible. 

If you are interested in being part of SimCorp but are not sure this role is a suitable one, submit your CV anyway. SimCorp is on an exciting growth journey, and our Talent Acquisition Team is ready to assist you discover the right role for you. The approximate time to consider your CV is three weeks. 

We are eager to continually improve our talent acquisition process and make everyone’s experience positive and valuable. Therefore, during the process we will ask you to provide your feedback, which is highly appreciated.