Quantitative Analyst Jobs

Quantitative Analyst

Start: ASAP

Hybrid - 2 days a week onsite, in New York, NY

The Quantitative Analyst is responsible for analyzing fixed income securities pricing data to ensure alignment to the pricing methodology, perform independent price validation on cross assets and build out reporting. Refinitiv Evaluated Pricing Service (REPS) evaluations are used by banks, asset managers, index managers, wealth managers, and auditors for client statements, research, risk analysis, performance metrics, and portfolio valuation. REPS provides evaluations on over 2.7MM securities and derivatives daily. About REPS Refinitiv Evaluated Pricing Service provides real time and validated end of day evaluated prices on over 2.7 MM securities.

Our staff consists of fixed income professionals in New York, London, Paris, Tokyo, Mumbai, Bangalore, Singapore, Costa Rica, and Gdynia. Coverage includes sovereign debt, corporate debt, convertible securities, bank debt, mortgage-backed securities, asset-backed securities, municipal securities, derivatives, and structured notes.

Responsibilities

• As the successful candidate, you will play a key role in testing documented methodologies with actual price evaluations

• Reviewing data inputs such as yield curves and market data and confirming the output price is aligned with market expectations

• Developing independent price validation methods in relations to identified benchmarks and alternative check methods

• Compare relative bond structures to ensure pricing is reasonable within the risk profile and capital structure of issuers

• Building out reporting to capture anomalies and coordinate with the evaluation teams to justify reasoning for such anomalies

• The candidate will help in the analysis of complex and varied datasets

• Communicate effectively with senior management the results of the findings and highlight ongoing issues

• Contribute to the evolution of the price validation processes

• Ad-hoc projects as required

Qualification Requirements

• Minimum 5+ years of fixed income pricing analysis, market risk or quantitative research

• Bachelor's degree in a related field such as Accounting, Economics, Mathematics or Finance

• Strong knowledge of fixed income mathematics for different asset types

• Securitized product (agency and non-agency mortgage) experience is a must

• Experience in working with and analyzing large data sets

• Experience in programming (Python, SQL, other)

• Strong knowledge in Microsoft Excel with the ability to analyze data

• Excellent communication and collaboration skills

• Able to work independently and as part of a team

Take the next step.

Are you truly collaborative? Succeeding with us means respecting, understanding, and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now or send your update resume to [email protected]