Senior Fixed Income Analyst (HA-12295895) Boston, Massachusetts
Senior Fixed Income Analyst
The leading provider of asset allocation solutions for retail and institutional clients is seeing a Quantitative Fixed Income Analyst for a VP level role in its quantitative research group. Join industry thought-leaders in crafting solutions for target date investing funds, active allocation strategies, managed accounts, financial planning frameworks, and other custom solutions.
The quant research group delivers superior risk-adjusted performance for the wide range of investment solutions delivered by the group. The unit excels in different aspects of the investment process, including asset allocation, modeling, investment risk management, portfolio construction, derivatives valuation and trading, and alpha and beta modeling across and within a broad range of asset classes.
Partner with the investment teams to enhance existing fixed income investment processes and develop new investment ideas to improve risk-adjusted performance. Examples of such initiatives may include:
- Implement proprietary fixed income strategies for alpha and beta models to improve the manager/fund selection process
- Utilize quantitative techniques to develop tactical and strategic fixed income allocation perspectives that will impact the fund selection and asset allocation positioning under different macroeconomic environments
- Quantify institutional asset allocation solutions, with emphasis on liability driven investing
- Guide the development and execution of best in class investment risk management capabilities for fixed income funds of funds based on holdings and/or returns based information
- Present innovative research to internal and external audiences.
With a background in fixed income research and investing, top candidates will exhibit the following qualifications:
- 5+ years related experience in quantitative fixed income research
- Master’s in relevant field (Finance, Engineering, Mathematics, etc.) preferred
- Experience with multi-manager fixed income portfolio management
- Rich and varied experience in fixed income markets
- Strong ability to think critically and proven record of thought leadership for quantitative fixed income investing
- Very strong communication and writing skills, in particular in regards to translating complex quantitative analysis into relevant and applicable investment solutions
- Strong knowledge of fixed income investing, liability driven investing, and risk management
- Strong programming skills (preferably in Oracle and R)
- Proficient in the use of financial tools like Bloomberg and fixed income portfolio and risk management systems
The following values are considered to be fundamental to the way in which the company operates:
Contact Matthew Gallira at Huxley Associates for further details.