Fixed Income Quantitative Research Services provides analytic solutions and data management services to teams in quantitative research, portfolio management, and senior leadership roles across Asset Management. This specialized team leads development efforts to expand and enhance the technical infrastructure and reporting capabilities associated with single‑security fixed income analytics, multi‑factor model risk forecasting, big data analytics, and performance attribution. Together with partners in the technology and research divisions, members of this organization work as an integral part of small project teams to deliver innovative data visualization and analytic tools that illustrate current and time‑series investment themes, portfolio exposures, and factors driving fund performance. In addition to project work, associates are responsible for the oversight, maintenance, quality assurance, and operational support of analytic and reporting environments to ensure timely and accurate investment intelligence is delivered for direct use within the portfolio management process.
The Experience And Skills You Bring
- A Bachelor’s degree in finance, math, accounting, engineering, or computer science. Master’s Degree and/or CFA Charter are strongly desired.
- 2+ years of experience in an investment data analytics capacity with a focus on fixed income.
- Deep understanding of fixed‑income quantitative research, including model construction, factor definitions, factor calculations, security analytics, and translating output statistics into meaningful information for portfolio management.
- Business, system, and data analysis; process design and acceptance testing for projects requiring new research content, investment analytics, and additional reporting capabilities.
- Oversight of daily/weekly/monthly production reporting cycles; ensuring all input data is available, processes run successfully, statistical outputs are accurate, and reports are generated properly.
- Response to ad‑hoc data analysis requests in support of projects performed by Quantitative Research Analysts and frequent high‑priority inquiries from senior investment professionals.
- Contribution to the development and incorporation of non‑traditional and/or unstructured data and data‑science applications to enhance the research and investment process.
- Advanced SQL skills and ability to traverse diverse database schemas across content sets.
- Programming experience in Python or R to develop customized quantitative tools.
- Highly analytical, able to quickly comprehend large data sets to develop new processes, perform calculations, identify anomalies, and produce new reporting capabilities.
- Familiarity with quantitative analytics, including fund and index performance measurement, predictive risk modeling, alpha research, stock‑selection models, and performance attribution.
- Hands‑on project leadership; ability to complete projects as part of small teams in a fast‑paced environment, and to liaise with investment professionals to gather requirements and manage deliverables of technical development teams.
- Working knowledge of fixed‑income securities, corporate actions, financial statement analysis, street estimates, pricing, and performance data.
- Highly proactive, collaborative, and self‑motivated with the ability to meet objectives under minimal supervision.
- Strong written and verbal communication; ability to communicate effectively with key stakeholders on deliverables.
- Demonstrated history as a top performer in a data‑analysis role requiring technical skills.
- Successfully led small to medium‑sized projects in a fast‑paced environment.
The Team
As part of the Fixed Income Quant Services team, you will work to improve the analytics and risk platform and quantitative processes by collaborating across teams and driving engagement. You will leverage your technology and domain expertise to understand business requirements, partner with quant analysts in testing model prototypes, and work with technology partners to implement models. You will also use your analytical skills to actively monitor the quality of security‑ and fund‑level analytics and reports.
Certifications
Business Analytics and Insights
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