• Quantitative Analyst

    Location US-CA-Pasadena
    Category
    Investment Management
  • Overview

    Reporting to the Head of Portfolio and Quantitative Analysis (P&QA), the Quantitative Analyst will facilitate investment decision-making by providing relevant, timely and accurate quantitative input to the portfolio management team. The individual will be required to source, analyze and visualize data.  An ability to quantify and communicate the potential rewards and risks arising from portfolio exposures is a key job requirement.

    Responsibilities

    • Interact with Portfolio Managers, Analysts and Traders.
    • Source, Analyze and Visualize data pertaining to portfolio and market variables.
    • Model security and portfolio behavior and sensitivities to a change in market conditions.
    • Create solutions that can be used by other team members.
    • Communicate relevant information clearly and succinctly.

     

    Qualifications

    • Extensive knowledge of fixed income securities and markets.
    • Bloomberg, Advanced Excel.
    • Write computer programs in VBA or Python.
    • Source information from Databases, ability to write SQL essential.
    • Model securities and their derivatives.
    • Data visualization and layout.
    • Excellent communication skills.
    • Teamwork in a high pressure, fast moving environment.
    • Creativity, flexibility and an attention to detail.
    • Advanced degree in a quantitative discipline.
    • CFA is a plus 

     

    How to Apply

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