Quantitative Analyst recruitment
Overview:
Reporting to the Head of Portfolio and Quantitative Analysis (PQA), the candidate will provide quantitative and analytical support to the investment management team. This individual will be required to use quantitative techniques to solve real world problems that arise in the course of managing fixed income portfolios and in achieving the objectives of a Western Asset’s clients. The individual is expected to be proactive, highly motivated and to be capable of defining a problem, solving it using quantitative techniques and presenting the solution to portfolio mangers and colleagues within the PQA team.
Responsibilities:
- Interact with Portfolio Managers and other members of the investment team to perform quantitative analysis on a security and portfolio level.
- Understand and model the behavior of fixed income instruments (including derivatives), benchmarks and portfolios
- Time series data analysis, including trend and volatility
- Performance attribution and calculation
- Evaluate the risk/reward tradeoffs in portfolios; model the effect of changes in portfolio and benchmark composition
- Customize risk reports for specific mandates
- Increase familiarity with all product types in fixed income, as well as the risks associated within each market sector
Competencies:
- Demonstrated knowledge of fixed income markets and derivatives products
- Proven research and analytical skills with a proven track record of creating financial models and conducting value-added research
- Stellar technical capabilities and financial modeling skills
- Creativity, imagination and drive to keep ahead of changes in markets, investments, and analytical tools
- Working knowledge of Bloomberg, Yieldbook, Point, Excel, Access, MatLab, etc.
- Database queries and Excel VBA programming
- Excellent verbal and written communication skills
- A high level of motivation and a determination to succeed on a team and individual basis
Qualifications:
Advanced degree in Finance, Physics, Mathematics or related discipline. Commitment to pursue CFA.