Analyst/Associate, Research (Fixed Income)
Core
Support key initiatives spanning Research and investment teams by designing systems, running empirical analysis on asset pricing, and maintaining data sets for portfolio decision making.
Role type
quantitative research analyst (fixed income)
Builds
operational processes and data tools for investment decisions
Domain
finance + quantitative research
Deliverable
production ML models
Required skills
Python, econometrics, statistics, probability, financial markets, portfolio theories, empirical asset pricing models (CAPM, Fama-French), database management (T-SQL, SAS)
Preferred skills
R, Matlab, Fortran, SAS, fixed income, derivative pricing, machine learning in asset pricing
Technologies
Python, T-SQL, SAS, R, Matlab, Fortran
Responsibilities
Execute simulations for asset pricing models and economics studies; compile and manage large data sets; validate inputs for research and portfolio management; review academic papers; present findings to internal teams; coordinate with investment and client service teams
Seniority
Associate, hands-on IC