• Portfolio Management Quantitative Engineer

    Location US-CA-Pasadena
    Category
    Information Technology
  • Overview

    Western Asset’s Portfolio Management Application Development Team designs and delivers highly tailored solutions to our investment management team to facilitate the management of over $400 billion in assets from nine offices across the globe. We are searching for quantitative engineers that bring fresh and creative ideas and demonstrate a curiosity and hunger to learn and deliver high quality innovative solutions to our investment management users.  As a member of this team, you will learn intimate details of how large fixed-income investment managers perform their key value-add function.  You will build relationships and rapport with portfolio managers and traders.  You will learn about and contribute to the quantitative and AI models we are developing.   You will have the opportunity to influence, evolve, and change how our business operates through your creative design and delivery of innovative technology solutions.   Your creativity can help transform and drive innovation in our company.

    As a quantitative engineer, you will help interpret, foresee, and engineer solutions to the needs of the investment management team.   As a member of our scrum team, you will come up with innovative forward-thinking designs and ensure high-quality delivery of our products through our Agile development process.

    Responsibilities

    • Rapidly understand Western's investment management business, data, and current technology
    • Follow Agile process to interpret needs of product owner and investment management team; design and engineer innovative solutions
    • Conduct quantitative modeling and development as required
    • Work with your Scrum Team and ensure delivery of high-quality products including quality control and support at all stages
    • Efficiently manage multiple stories simultaneously and escalate impediments to Scrum Team
    • Communicate effectively in all matters related to responsibilities; Build rapport with Scrum Team and users

    Qualifications

    • Masters in Financial Engineering degree or equivalent
    • Strong communication skills
    • Strong knowledge of portfolio management, fixed income, credit, and derivative products
    • Up to 2 years of work experience
    • Strong knowledge of SQL and programming in various languages
    • Highly driven, curious, creative, team-player with independent critical thinking skills

    How to Apply

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