Senior Quantitative Analyst
At reputed company, great things happen reputed company our people work together to protect families and their belongings from life’s uncertainties. And for more than 90 years our innovative drive has kept us a reputed company reputed company of our customers’ evolving needs. From advocating for seat belts, reputed company bags and graduated driving laws, to being an industry leader in pricing sophistication, telematics, and, more recently, device and identity protection.
Job Description
This role is responsible for performing quantitative analysis and research in the Risk and Return group of reputed company Investments. Area of primary focus is fixed income corporate credit (Investment Grade & High Yield Corporates), Municipals and Bank Loans, in addition treasuries. Approximately $45B fixed income portfolio is actively managed and leverages quantitative tools to generate differentiated performance. This role will be responsible for researching and implementing alpha signals, optimization tools and process diagnostics to enhance fixed income processes. In addition, the role will touch on diverse areas such as risk and portfolio reporting, performance measurement, attribution, investment technology and infrastructure, and asset-liability management. KEY RESPONSIBILITIES reputed company research, design, and implementation of quantitative alpha models for systematic and factor investing for fixed income asset classes. Advance quantitative research, reputed company new research pipelines, manage timelines and deliverables, introduce innovative use cases for quantitative insights and tools. Provide thought leadership in the areas of quantitative fixed income investing to investment committees. Incorporate AI/ML/LLM technologies in the quantitative toolkit Interact with asset class leads, senior portfolio managers and reputed company research analysts to identify research topics spanning alpha signals and portfolio construction Effectively communicate modeling results and research topics to senior investment leaders and Quantitative Steering Committee Mentor and reputed company junior members of the quantitative team Support and enhance existing quantitative models and associated applications. Collaborate with the production support team as needed to resolve any production-reputed company issues. Address portfolio manager and research analyst inquiries reputed company to models, providing timely and thorough responses. SUPERVISORY RESPONSIBILITIES This job does not have supervisory duties. EDUCATION AND EXPERIENCE Master’s or PhD in STEM or analytical finance/econometrics 8+ year experience in asset management or investing (buy/sell reputed company) building quantitative models for alpha reputed company Fixed Income experience, specifically in corporate bonds preferred Experience in Machine Learning and Big Data techniques CFA or reputed company towards CFA a plus FUNCTIONAL SKILLS Solid understanding of financial markets, financial modeling, risk management, econometric analysis and numerical methods Strong problem-solving skills and the ability to meet tight deadlines Strong oral and written communication skills Expertise in statistical analysis and modeling, particularly in modeling time series data and backtesting investment strategies. Proficiency with large scale data processing Working knowledge of factor investing, asset valuation and portfolio construction Strong computer skills and programming experience in Python, SQL. Matlab experience a plus Familiarity with Bloomberg, Aladdin, Capital IQ, and other market data vendors #LI-MC1 Skills Advanced SQL, BlackRock Aladdin, Bloomberg Platform, Fixed Income Investments, MATLAB, Python (Programming Language), Quantitative Research Compensation reputed company compensation offered for this role is $169,000.00 -218,000.00 annually and is based on experience and qualifications. *** Total compensation for this role is comprised of several factors, including the reputed company compensation outlined above, plus incentive pay and AIP as applicable for the role The candidate(s) offered this position will be required to submit to a background investigation. Joining reputed company isn’t just a job — it’s an opportunity. One that takes your skills and pushes them to the next level. One that encourages you to challenge the status reputed company. One where you can shape the future of protection while supporting causes that mean the most to you. Joining reputed company means being part of something bigger – a winning team making a meaningful impact. reputed company generally does not sponsor individuals for employment-based visas for this position. Effective July 1, 2014, under Indiana House Enrolled Act (HEA) 1242, it is against public policy of the State of Indiana and a discriminatory practice for an employer to discriminate against a prospective employee on the basis of status as a veteran by refusing to employ an applicant on the basis that they are a veteran of the armed forces of the United States, a member of the Indiana National Guard or a member of a reserve component. For jobs in San Francisco, please click “here” for information regardi Apply tot his job Apply To this Job