Our client is a publicly owned multi-strategy investment management firm in the Mid-Atlantic region with offices around the world and significant AUM. Within the firm is a sizable Quantitative Modeling team.
PRIMARY PURPOSE OF THE POSITION
This position will be within the quantitative modeling team of the fixed-income quantitative research group. The primary role of the analyst will be to provide quantitative analysis for the corporate credit and securitized sector investment teams. The analyst will collaborate with the investment team to develop research agenda, execute on the research, and communicate the findings. The analyst will also be expected to formulate and analyze specific investment opportunities in the sectors and present these ideas to the investment team. In addition, the analyst will also help develop new proprietary investment tools and collaborate with the front-office development team to implement the tools.
- Conduct quantitative research focused on the fixed-income securitized sector. Work with securitized and corporate credit investment teams to develop research agenda, execute on the research, and communicate the results.
- Collaborate with PMs, analysts, traders and other investment team members to conceptualize and prototype proprietary investment tools.
- Work with Investment Front Office and Systems team to productionize and implement these tools.
- Collaborate with other members of the fixed income quantitative research team and provide support to broader team efforts.
- Ph.D. in physical sciences, engineering, mathematics, or financial engineering.
- Experience with presentation of complex topics to PMs and clients.
- Ability to program and prototype proprietary investment tools.
- A master’s degree in physical sciences, engineering, mathematics, or financial engineering.
- 2 years of relevant work experience in fixed income investments
- Comprehensive understanding of financial mathematics and complex derivatives instruments.
- Detailed knowledge of securitized market and instruments including RMBS, CMBS, CMO, and ABS.
- Experience using Intex, Loan Performance/1010 Data and AD&Co as well as SQL for database queries.
- Ability to learn new systems, tools, and processes quickly.
- Highly self-motivated and detail-oriented.
- Ability to master complex tasks with minimal supervision.
- Ability to communicate ideas effectively and solve problems creatively.