Quantitative Research Analyst, L&G - Asset Management, America
About The Position
The Quantitative Research Analyst – Mortgage Specialist will be a member of the Quantitative Solutions Group focused on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firm’s mortgage investing infrastructure and conduct analysis to support investment decisions. Develop and maintain relationships with key stakeholders across LGIM’s global investment and distribution business Partner with the IT, data and engineering teams to deliver solutions for the investment side of the organization Design and implement tools to directly support the LGIM America’s investment desks Build tools for supporting the analysis of MBS valuations, speeds, and technicals Conduct analysis on prepayments, mortgage market technicals, and valuations Stay abreast of market developments that influence mortgage valuations Assist in formulating relative value assessments
Requirements
- 5-10 years of relevant experience
- Broad knowledge of financial markets, trading, portfolio construction and risk management and relevant regulations
- Bachelors degree required, related advanced degree and/or CFA a plus
- Strong quantitative modeling skills with extensive understanding and knowledge of a wide range of tools including Python, MATLab, VBA, Git, C#, SQL and Domino Data Lab
- Excellent oral and written communication skills, with the ability to communicate complex and technical matters to clients, as well as internal and external partners
- Capable of completing tasks independently
- Managing stakeholder relationships
- Taking ownership of supporting existing processes
Nice To Haves
- Actuarial experience
Responsibilities
- Develop and maintain relationships with key stakeholders across LGIM’s global investment and distribution business
- Partner with the IT, data and engineering teams to deliver solutions for the investment side of the organization
- Design and implement tools to directly support the LGIM America’s investment desks
- Build tools for supporting the analysis of MBS valuations, speeds, and technicals
- Conduct analysis on prepayments, mortgage market technicals, and valuations
- Stay abreast of market developments that influence mortgage valuations
- Assist in formulating relative value assessments
Benefits
- health insurance with an optional HSA
- short term disability
- long term disability
- dental insurance
- vision care
- life insurance
- Healthcare, Dependent and Limited Care Flexible Spending Accounts
- 401K
- vacation
- sick time
- an employee assistance program
- commuter and transit programs
- supplemental health benefits including accidental injury, critical illness and hospital indemnity insurance and pet insurance
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
