Analyst/Associate, Research (Fixed Income)
Core
Supporting key initiatives in Research and investment teams by designing operational systems, running empirical analysis on investment topics, and maintaining data sets for portfolio decision making.
Role type
Analyst/Associate, Research (Fixed Income)
Builds
Operational systems and processes for investment efficiency
Domain
Fixed Income, Asset Pricing, Financial Markets
Deliverable
production ML models | dashboards & analysis
Required skills
Python programming, Econometrics, Statistics, Probability, Financial Markets, Investments, Portfolio Theories, Empirical Asset Pricing Models (CAPM, Fama-French), Database Management, Query Languages (T-SQL, SAS)
Preferred skills
Machine Learning in Asset Pricing, Derivative Pricing, R, Matlab, Fortran, SAS
Technologies
Python, T-SQL, SAS, R, Matlab, Fortran
Responsibilities
Execute simulations for research on asset pricing models and economics studies; Compile and manage large data sets from multiple sources; Execute regular validations to ensure inputs to research and portfolio management are accurate; Review academic papers to improve understanding of asset pricing and conduct analyses; Coordinate with investment and client service teams to answer internal and client questions.
Seniority
Associate, hands-on IC