Position: Quantitative Strategist
Location: New York, NY
Position Summary
Candidate will conduct research and develop tools to test investment strategies, measure portfolio risk, optimize sector allocations and help select bonds to overweight/underweight; develop, backtest and implement credit and rate trading strategies and quantitative credit models; and contribute to monthly research communication and publication. Candidate will work with Investment Grade, High Yield, Structured Products, Rates, Municipal Bond, and Derivatives trading desks and portfolio managers to understand their specific needs, develop solutions, and communicate results. Candidate is expected to have good grasp of fixed income asset classes knowledges and can independently generate and execute research ideas. As a senior member of the quantitative strategy team, the candidate will also provide junior analysts and summer interns with mentorship and technical suggestions for their projects.
Candidate Responsibilities
In close partnership with portfolio managers/credit analysts/traders, develop quantitative signals/trading strategies to generate alpha
Independently lead and execute research projects and commercialize the models and tools
Applying Machine Learning to develop new pricing and alpha models
Retrieve, scrub, and organize data from PORT, Bloomberg, and other sources for analysis
Use Python, R, Matlab, SQL and other relevant tools to analyze data, backtest strategies, build simulations and implement results that are repeatable and generally applicable across portfolios
Build visualizations that help communicate results effectively to traders, portfolio managers, strategists, and senior management
Document all aspects of projects from data sources and methods to programming code and uses and limitations
Ensure that any code developed and ultimately intended for production satisfy requirements specified by the Guardian Corporate IT and the Investment IT teams
Reporting Relationships
This position reports to senior managing director and head of quantitative research, ALM and analytics
Functional Skills
Strong knowledge of quantitative finance, including stochastic calculus, and applications to fixed income
Strong programming ability, including experience with Python, R, Matlab, SQL, Visual Basic, and other programming languages
Experience applying machine learning in finance/investment
Understanding of portfolio optimization techniques
Ability to work on several projects simultaneously
Ability to communicate results in both technical and non-technical terms
Leadership Behaviors
Continuously strives to improve our investment process
Expresses oneself in an open and honest manner
Demonstrates self-awareness and embraces feedback
Position Qualifications
Strong background in quantitative finance
Strong Python and/or Matlab/R programming skills
Experience working on Fixed Income portfolio management projects and factor model development
Strong Microsoft Word, Excel, PowerPoint skills
Masters Degree in Financial Engineering or equivalent Quantitative Finance Program or Ph.D. in Science/Engineering
Graduate degree or Certificate in Big Data/Machine Learning preferred
Travel
Minimal travel required
Our Promise:
At Guardian, youll have the support and flexibility to achieve your professional and personal goals. Through skill-building, leadership development and philanthropic opportunities, we provide opportunities to build communities and grow your career, surrounded by diverse colleagues with high ethical standards.
We Offer:
Meaningful and challenging work opportunities to accelerate technology and innovation in a secure and compliant way.
Competitive compensation
Excellent medical, dental, supplemental health, life and vision coverage for you and your dependents with no wait period
Life and disability insurance
A great 401(k) with match
Tuition assistance, paid parental leave and backup family care.
Dynamic, modern work environments that promote collaboration and creativity.
Flexible time off, dress code, and work location policies to balance your work and life in the ways that suit you best.
Social responsibility in all aspects of our work. We volunteer within our local communities, create educational alliances with colleges, drive a variety of initiatives in sustainability, and advocate for diversity & inclusion in all that we do.
Primary Location:
New York
Other Locations:
Job:
Investments
Schedule:
Full time
Equal Employment Opportunity:
Guardian is an equal opportunity employer. All qualified applicants will be considered for employment without regard to age, race, color, creed, religion, sex, affectional or sexual orientation, national origin, ancestry, marital status, disability, military or veteran status, or any other classification protected by applicable law.
