Fixed Income Desk Quant Fixed Income Desk Quant …

T. Rowe Price International
in London, England, United Kingdom
Permanent, Full time
Last application, 19 Jul 19
Commensurate with experience
T. Rowe Price International
in London, England, United Kingdom
Permanent, Full time
Last application, 19 Jul 19
Commensurate with experience
The Fixed Income Desk Quant resides within the Fixed Income Quantitative Investments and Research (FI Quant) Group. The Desk Quant works closely with Fixed Income Portfolio Managers in quantitative model development, design of optimal trading strategies, risk analysis, and portfolio construction. The Desk Quant will be the point person to provide day-to-day analytical support to the investment process. They will also perform ad-hoc investment analysis related to the strategies.

Principal Responsibilities


Investment Analysis and Research: Analyze portfolio exposures, communicate with portfolio management, research investment ideas and recommend actions that help align portfolio positioning to strategy objectives.

  • Responsible for the production and implementation of FI quantitative models
  • Assist in the development of optimal trading strategies to implement portfolio managers’ views 
  • Support portfolio construction and implementation by devising and running optimizations
  • Create security screening tools and data visualizations to assist in the portfolio management process
  • Analyse and interpret portfolio risk and attribution reports. Perform scenario analyses and other portfolio level testing
  • Partner with research quants in creating trading models and perform rich/cheap analyses
  • Assist portfolio managers by performing ad-hoc quantitative analysis 


Other Responsibilities:

  • Work with internal systems designed for portfolio construction and trade modelling
  • Partner with the Technology organization to develop and enhance quantitative models from research stage through production
  • Collaborate with the research and investment teams to conceptualize new investment tools and to conduct relevant research
  • Provide portfolio construction and analytical support to product development efforts as needed




  • Bachelor’s Degree required. Master’s degree in a quantitative discipline preferred. CFA designation is a plus
  • Prior experience in fixed income quantitative research is essential
  • Asset management experience is preferred
  • Experience in credit and/or interest rate modelling experience would be an advantage
  • Proficiency in statistics and numerical analysis is essential for success
  • Comprehensive understanding of financial mathematics and portfolio concepts
  • Detailed knowledge of fixed income market and instruments
  • Ability to program in analytic languages and work with databases
  • Experience with performance attribution and risk models is desirable

Other Requirements:

  • Ability to establish rapport and work collaboratively with investors. Ability to work independently on projects
  • Successful candidate will be highly motivated and detail-oriented
  • Ability to master complex tasks with minimal supervision
  • Ability to communicate ideas effectively and solve problems creatively