Position Purpose:
As a Quant Analyst / Financial Engineer you will be responsible supporting the creation and review of exposure and risk metrics, the development and testing of quantitative models, and the generation of custom pricing, analytics and risk reports for our Fixed Income Research Group.

Key Accountabilities:

• Provide production support for complex proprietary risk and analytics models.
  
• Monitor internal processing jobs and external data feeds.
  
• Communicate effectively with technology and business staff.
  
• Document business and technical processes.
  
• Learn, enhance and ultimately independently develop algorithms to calculate security analytics, factor exposures, and risk metrics.
  
• Work directly with portfolio managers to understand security details, investment strategies, and portfolio mandates.

Job Requirements: (Knowledge/ Experience):
Basic Qualifications

• Undergraduate degree in Math, Computer Science, Finance, Economics, or a related field.
  
• Experience verifying security data using sources such as Bloomberg, Yield Book, Factset, Ratings Agencies, and/or others.
  
• Ability to develop robust data extraction and translation tools, using SQL (stored procedures, views, functions), Perl, MATLAB and other tools.
  
• Operational and analytical understanding of fixed income products, such as MBS, ABS, CMO, Bankers Acceptance, Commercial Paper, government/agency, municipal and corporate bonds.
  
• Demonstrated ability to create mathematical algorithms using Matlab, C, C#, SQL or other programming languages.
  
• Ability to set priorities and work effectively in a fast paced, deadline oriented environment. Strong follow-through skills.
  
• Experience participating in medium to long term project implementations.

• Experience with Eagle PACE/STAR, Crystal Reports, MATLAB, SQL Server Management Studio, PERL, and object oriented programming techniques.
  
• CFA Level I, II or III candidate.

Required Skills/ Competencies/ Attributes:

Education:
BA/BS

Required Accreditation(s):

Special Conditions:
None

Diversity:
Diversity in the workplace, one of our shared values, lies at the heart of our rewarding, open, supportive and inclusive work environment. We respect and respond to the many competing and evolving priorities in our lives so you can focus on what you can do best - put clients first.

EOE/M/F/D/V