Fixed Income Quantitative Analyst

  • Competitive
  • Durham, NC, USA Durham NC US
  • Permanent, Full time
  • Amundi Pioneer Asset Management
  • 23 Apr 18 2018-04-23

The Fixed Income Quant Analyst develops and implements quantitative models and associated reports for the Portfolio Managers and Traders.

Key Responsibilities:

  • Develop and implement quantitative risk and valuation models to be used in trading and portfolio management of fixed income instruments and especially mortgage backed securities.
  • Respond to Trader and Portfolio Manager requests for information and analysis.
  • Build and manage daily market reports.
  • Design and maintain databases used to support the analysis of the research group.


  • Bachelor’s Degree, preferably in Finance, Math, Information Science, Computer Science, or Business Administration.
  • Coursework or Master’s Degree in a quantitative field is preferred.
  • Ideally 3 or more years of quantitative work experience, specifically on securitized products (Agency MBS, CMBS, and etc.).
  • Strong quantitative and computer skills with programming knowledge.
  • Demonstrated academic achievement in quantitative and/or finance related subjects.
  • Knowledge of fixed income instruments and markets, term-structure models, corporate credit theory, and asset-backed securities pricing
  • Ability to work well with others and to manage multiple responsibilities and requests.
  • Database management and programming experience.
  • Fluency in statistical and econometric analysis.
  • Knowledge of SQL, VBA, STATA, and/or C#.
  • Prior work experience in the financial industry is required.