Quantitative Research Analyst - Fixed Income, Specialist

at  Vanguard

Provides research and analysis to improve the understanding of the expected risk and return of fixed income assets under management, and supports quantitative research initiatives.
Provides research and analysis to improve the understanding of the expected risk and return of fixed income assets under management, and supports quantitative research initiatives.
Do you have programming skills and deep interest in global fixed income markets?
Come join Vanguard’s Fixed Income team as a Quant Analyst. We are looking for an independently minded individual to partner with the investment team building tools and impacting the investment process from a quantitative perspective.
The role would suit someone with strong experience in data science with some full stack development. Data gathering, wrangling, analysis and financial markets discussions will encompass the main tasks of this role. Ability to display results using some front-end framework (i.e. Angular or HTML5) would be desirable.
Provides research and analysis to improve the understanding of the expected risk and return of fixed income assets under management and supports quantitative research initiatives.

QUALIFICATIONS

• Minimum of five years related work experience, including three years related programming work experience.
• Undergraduate degree or equivalent combination of training and experience. Graduate degree preferred.
• Python/ Tableau/ VBA/ SQL programming skills preferred.

1. Provides thought leadership and advocacy to identify and implement new initiatives that improve fixed income fund returns and lower their costs.
2. Works independently on research projects under the guidance of senior specialists, to support the fixed income investment decision processes, utilizing specialized quantitative skills. Generates value-add insights and provides data-driven solutions to enhance fixed income investment outcomes.
3. Investigates machine learning, neural networks/ other AI techniques and alternative data sources to introduce innovative techniques and methods in support of fixed income investment decision-making.
4. Independently creates and performs analysis to support fixed income investment strategies and transaction costs, creates new quantitative measures, and contributes to new investment strategies. Enhances existing models, develops data sources and processes, and communicates results.
5. Develops business acumen to bring an informed perspective to investment management teams.
6. Uses communication and interpersonal skills to integrate with the portfolio management and trading teams, adding a quantitative perspective to their day-to-day interactions with and interpretations of market developments. Tailors communication of complex concepts to the audience.
7. Participates in special projects and performs other duties as assigned.