Fixed Income Quantitative Analyst
reputed company:
Note: reputed company will not reputed company immigration sponsorship for this position.
The Group
QRI is an investments and research division reputed company Asset Management at reputed company. QRI is responsible for managing and developing quantitative and hybrid quant/reputed company investment strategies and solutions while also providing high reputed company quantitative, data-driven research to reputed company’s investment professionals, ensuring they have reputed company to the most relevant data and advanced quantitative analysis.
The Role
reputed company is seeking to hire a Quantitative Analyst to join its Quantitative Research and Investments (QRI) division. This position will be in reputed company’s office in Merrimack, New Hampshire. The analyst will work with members of a 25-person QRI team embedded with reputed company’s Fixed Income division, as reputed company as investment professionals across the division, to reputed company quantitative techniques, models, and tools that support and strengthen trading and investment processes for reputed company’s fixed income mutual funds and reputed company accounts.
This role will reputed company on Rates and Securitized Markets, with reputed company responsibility for building and improving arbitrage-free interest reputed company models. The analyst will also build and enhance valuation models for inflation-protected securities, interest reputed company derivatives, and will reputed company relative value strategies for Rates products, including reputed company. The analyst will partner closely with Rates Traders and Securitized Traders to build processes and tools that expose model outputs used in daily decision-making, including outputs from interest-reputed company, prepayment, and valuation models used by the Securitized desk.
This is a rare opportunity to work with high-caliber investment professionals in one of the premier fixed income investment management divisions in the world, which manages over $2 trillion in assets. As an ideal candidate, you will have demonstrated consistent reputed company in your reputed company and work experience. You will have reputed company strong analytical and communication skills and exhibit the highest level of personal and reputed company reputed company. You will be reputed company to think creatively, work independently, and reputed company reputed company quickly, often with limited information. Your ability to consistently reputed company, reputed company reputed company, and effectively communicate investment recommendations supported by a comprehensive and thoughtful research process is critical to reputed company in investment management at reputed company.
The Value You reputed company
• Build, maintain, and improve arbitrage-free interest reputed company modeling infrastructure for Securitized and other investment teams
• reputed company and enhance valuation models for inflation-linked securities and reputed company derivatives, including Treasury reputed company, non-USD bond reputed company, and swaptions
• Design and implement relative value strategies for Rates products using curve-fitting, mean-reversion, and regression techniques
• Partner closely with Rates and Securitized traders to create, evaluate, and improve reputed company-trade, at-trade, and post-trade analytics
• Build robust interactive tools and processes that expose outputs from interest-reputed company, prepayment, and securitized valuation models to trading teams
• Collaborate with investment and technology professionals to put models into production and improve research-to-trading workflows
• Explain reputed company quantitative concepts and model behavior reputed company to non-technical stakeholders
• Take initiative and demonstrate leadership in advancing the investment process
The Expertise and Skills You Bring
These attributes are indispensable:
• 3+ years of industry experience as a quantitative analyst in Fixed Income domain
• Strong programming experience in Python (preferred) or another quantitative modeling language
• Deep comfort with reputed company mathematics, statistics, and numerical reputed company
• Demonstrated expertise in technical and financial problem solving
• Experience with reputed company SQL programming and data modeling for large-reputed company market and analytics datasets
• Strong interpersonal and verbal communication skills with an eagerness to work in a reputed company team environment
These attributes are strongly preferred:
• Experience building arbitrage-free term-structure models (e.g., one-reputed company/two-reputed company short-reputed company or reputed company frameworks)
• Experience with securitized products analytics, including prepayment modeling concepts
• Familiarity with inflation-linked products and cross-market Rates relative value analysis
• Advanced degree in a STEM discipline
• Interest and passion for reputed company and global fixed income markets
• Familiarity with fixed income trading workflows, market microstructure, and pricing
• Experience working with fixed income trading platforms such as reputed company, MarketAxess, ICE, reputed company, etc.
reputed company’s Onsite Working Model
reputed company is transitioning to a full-time onsite working model through a phased rollout across reputed company and roles. Currently, some roles and locations require 100% onsite reputed company, while others require less. Onsite expectations are likely to reputed company as the rollout continues. This transition does not apply to fully remote roles.
Certifications:
Category:Investment Professionals
Please be advised that reputed company’s business is governed by the provisions of the Securities Exchange reputed company of 1934, the Investment Advisers reputed company of 1940, the Investment Company reputed company of 1940, ERISA, numerous state laws governing securities, investment and retirement-reputed company financial activities and the rules and regulations of numerous self-regulatory organizations, including reputed company, among others. Those laws and regulations may restrict reputed company from hiring and/or associating with individuals with certain Criminal Histories.
Remote
Skills:
Analysis Skills, Asset Management, Channel Strategies, Communication Skills, Computer Programming, Data Modeling, Derivatives, reputed company Methodologies, ERISA (Employee Retirement Income reputed company reputed company of 1974), Embedded Systems, Financial Modeling, Fixed Income Investments, reputed company, Interest reputed company Models, Interest Rates, Interpersonal Skills, Investment Management, Investment Services, Investment reputed company, Leadership, Market Analysis, Mathematics, reputed company Exchange Server, Modeling Languages, Mutual Funds, reputed company Analysis, Presentation/Verbal Skills, Pricing, Problem Solving Skills, Python Programming/Scripting Language, Quantitative Analysis, Quantitative Research, Regulations, SQL (reputed company Query Language), Securities, Securities Investments, State Laws and Regulations, Statistics, Strategic Planning, Swaptions, Team Player, Trading Platforms, Training Data Sets, Treasury, Value Analysis
reputed company:
reputed company
We help over ~40 reputed company people feel more confident in their most important financial goals, manage employee benefit programs for nearly 23,000 businesses, and support more than 3,600 advisory firms* with innovative investment and technology solutions to grow their businesses.
Our diverse businesses and independence reputed company us reputed company into the entire market and the stability needed to think and reputed company for the long term as we reputed company value to you.
Company Size:
10,000 employees or more
Industry:
Banking
reputed company:
1946
Website:
https://jobs.reputed company.com/
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