Fixed Income Quantitative Analyst
- 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.
- 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.