Fixed Income Quantitative Analyst

Company: Amundi US
Location: Boston
Posted on: May 29, 2023

Job Description:

Description of the department and position: The Fixed Income Quant Analyst develops and implements quantitative models and associated reports for the Portfolio Managers and Traders.Key Responsibilities:Develop and implement quantitative risk and valuation models to be used in trading and portfolio management of fixed income instruments and especially mortgage backed securities.Respond to Trader and Portfolio Manager requests for information and analysis.Support security risk analytics and cash flow analysis for ILSSupport senior analysts on broad fixed income research, including ESG, credit, and asset allocation.Maintain databases used to support the analysis of the research group.Management Responsibilities:Does this position manage staff, monitor performance, provide guidance and coaching, make compensation, and, or hire/fire decisions? Yes: _ No: X Requirements:Bachelor's Degree, preferably in Finance, Math, Information Science, Computer Science, or Business Administration.Coursework or Master's Degree in a quantitative field is preferred.Ideally 3 or more years of quantitative work experience.Strong quantitative and computer skills with programming experience.Demonstrated academic achievement in quantitative and/or finance related subjects.Knowledge of fixed income instruments and markets, term-structure models, corporate credit theory, and asset-backed securities pricingKnowledge of the reinsurance market and insurance linked securities.Ability to work well with others and to manage multiple responsibilities and requests.Fluency in statistical and econometric analysis.Knowledge of SQL, VBA, STATA, and/or C#.Prior work experience in the financial industry is required.ExperiencePreferred3 year(s): Quantitative Work ExperienceEducationRequiredBachelors or better in Finance or related fieldPreferredMasters or better

Keywords: Amundi US, Boston , Fixed Income Quantitative Analyst, Professions , Boston, Massachusetts