Quantitative MBS Research Analyst
Core
Quantitative analyst supporting fixed income investment decisions for active Agency MBS and ACMBS funds by developing models, analyzing alternative data, and generating insights.
Role type
Quantitative MBS Research Analyst
Builds
Quantitative measures, investment strategies, and data-driven solutions for fixed income funds
Domain
Fixed Income / Mortgage-Backed Securities
Deliverable
production ML models | product features
Required skills
coding, analytics, fixed income product knowledge, machine learning techniques, alternative data analysis, quantitative modeling
Preferred skills
knowledge of Agency MBS, graduate degree
Technologies
machine learning frameworks, analytics tools
Responsibilities
Investigate machine learning techniques and alternative data sources; create and perform analysis to support fixed income investment strategies; enhance existing models and test alternative data sources; communicate quantitative results to portfolio management and trading teams
Seniority
Mid-level, independent contributor