15 часов назад
Quantitative Research Analyst (Credit)
205 000 - 305 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Research Analyst (Credit): Developing systematic investment signals and portfolio construction frameworks for credit and related fixed-income asset classes with an accent on econometric modeling, corporate fundamentals, and scalable implementation. Focus on predicting returns, building and testing credit models, and collaborating with portfolio managers, credit researchers, traders, and developers to deploy signals in portfolios.
Location: Newport Beach, California, United States
Salary: $205,000–$305,000 base salary, plus a discretionary bonus
Company
is a global active fixed-income investment manager specializing in public and private markets, credit, and traditional and nontraditional financing solutions.
What you will do
- Develop quantitative frameworks that incorporate systematic alpha signals and portfolio construction techniques into the investment process.
- Work with portfolio managers on portfolio construction and implementation.
- Develop new alpha-generation signals for credit and related asset classes.
- Apply quantitative techniques and financial theory to improve efficiency, consistency, and scale.
- Collaborate with portfolio management, trading, credit research, and development functions to deploy signals and techniques in portfolios.
Requirements
- Master’s or PhD degree in computer science, statistics, engineering, finance, economics, econometrics, or a related field.
- At least 7 years of financial industry experience in econometric or statistical modeling of credit.
- Proven ability to build and test models using corporate fundamentals.
- Proficiency in Python and strong analytical and quantitative skills.
- Ability to communicate issues and solutions to portfolio managers, credit researchers, and developers.
- Accountability, initiative, attention to detail, and the ability to deliver robust, scalable solutions collaboratively.
Nice to have
- Experience predicting returns and modeling individual sectors and companies.
- Exposure to nontraditional modeling techniques, including machine learning.
Culture & Benefits
- Inclusive, high-performance culture based on collaboration, openness, responsibility, and excellence.
- Medical, dental, and vision coverage.
- Life insurance, travel coverage, retirement savings, pension contributions, and 401(k).
- Flexible work arrangements, parental leave, employee assistance, commuter benefits, and health club discounts.
- Educational and CFA certification reimbursement programs.
- Community involvement opportunities through The Foundation.
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