Fixed Income Strategist – Data Analytics

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • T. Rowe Price International
  • 22 Sep 18 2018-09-22

The Fixed Income Strategist – Data Analytics resides within the Quantitative Fixed Income Investments and Research Group and is a member of the Analytics & Data investment team. The individual works alongside portfolio managers, quantitative researchers and technology professionals on the design and development of global analytics and data platforms.

Principal Responsibilities

  • Strategists design, create and maintain high quality analytics, data and model solutions for research and portfolio management applications. Additionally, associates in this role will consult and partner with technology professionals to transition interim solutions to a production environment.
  • Architect and implement a global analytics and data platform for FI quantitative research and portfolio management
  • Develop solutions that leverage existing structures to meet the needs of the research-driven investment and analysis processes
  • Identify and evaluate the most appropriate method/tool/dataset to address current and future investment needs
  • Collaborate with fellow research and investment staff to identify and resolve core analytics and data issues
  • Implement global infrastructure to support quantitative model development and back-testing
  • Manage projects and develop core quantitative analytics capabilities
  • Collaborate with technology professionals on data cataloging, distribution and data quality effort



  • Degree in a quantitative discipline (e.g., Computer Science, Engineering, Math, Physics)
  • Experience working with large, complex data sets and relational databases
  • Established track record of outstanding ability to architect and implement data solutions in quantitative environments (e.g., Matlab, Splus/R, Python, etc.)
  • Thorough knowledge in fixed-income analytics, along with the ability to apply the concepts to solve practical portfolio problems.
  • Experience with 3rd party data platforms and providers (e.g. Barclays Live, Bloomberg, FactSet, JPM DataQuery, Haver, Citi Velocity, etc.)
  • Working knowledge of portfolio management process


  • Advanced degree in a quantitative discipline (e.g., Computer Science, Engineering, Math, Physics)
  • FRM or CFA designation
  • Direct experience working with fixed-income portfolios in a buy-side or sell-side capacity

If you are interested and meet the requirements, please apply here submitting a copy of your CV. 

Deadline for applications is 9 October 2018.