DESCRIPTION:

Duties: Build quantitative models and signals for portfolio managers to enhance investment process and risk management. Work on fundamental data aggregation on corporate bond market to support portfolio managers in making investment decisions. Maintain credit factor model and monitor factor-based investment strategies performance, implementing factor attribution analysis for portfolio managers. Work with internal Model Risk Governance and Review team to review the credit model and monitor ongoing performance. Conduct regular and ad hoc analyses of credit factor attribution to track and evaluate factor performance for clients. Collaborate with the technology team to transition quantitative signals and models into production. Work closely with portfolio managers and traders to integrate quantitative signals into the investment process. Develop quantitative models and signals to help portfolio managers boost their alpha. Prepare and present research findings and recommendations to the investment team and senior management.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Economics, Mathematics of Finance, Statistics, or related field of study plus two (2) years of experience in the job offered or as Research Analyst, Fixed Income Investment Manager, or related occupation. The employer will alternatively accept a Bachelor's degree in Finance, Economics, Mathematics of Finance, Statistics, or related field of study plus five (5) years of experience in the job offered or as Research Analyst, Fixed Income Investment Manager, or related occupation.

Skills Required: This position requires two (2) years of experience with the following: analyzing risk profiles and price characteristics of fixed income securities and instruments; fixed income portfolio management, including analyzing interest rate and credit exposures of bond portfolios; investment management of ETFs; management of mutual funds and separately managed accounts with customized investment guidelines; analysis of company-level financial and accounting data; testing of fixed income alpha signals via cross-section and time series regression analysis; statistical and econometric analysis of macro-financial datasets; portfolio optimization and financial programming in Python using libraries, including Numpy and Pandas; analyzing and parsing financial data with Matlab and R; and using fixed income functionalities within the Bloomberg terminal.

Job Location: 277 Park Ave., New York, NY 10172.

Full-Time. Salary:  $175,000 - $285,000 per year.