Quant Analyst GAA - Fixed Income (HA-12295895) Boston, Massachusetts

Fixed Income Analyst

The leading provider of asset allocation solutions for retail and institutional clients is seeing a Quantitative Fixed Income Analyst for an associate level role in its quantitative research group. 

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.  Join industry thought leaders at one of the most well-regarded and prestigious funds in the world.  

Responsibilities

Enhance existing fixed income investment processes and develop new investment ideas to improve risk-adjusted performance. Examples of such initiatives may include:

  • Develop 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 based on holdings and/or returns based information
  • Present innovative research to internal and external audiences.

Qualifications

With a background in fixed income research and investing, top candidates will exhibit the following qualifications:

  • 2+ years related experience in quantitative fixed income research
  • Bachelor’s or 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

Skills/Knowledge

  • 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

Values

The following values are considered to be fundamental to the way in which the company operates:

  • Accountability            
  • Enthusiasm
  • Integrity
  • Teamwork                  
  • Respect

Contact Matthew Gallira at Huxley Associates for further details.