GUARDIAN Senior Quantitative Research Specialist in New York, New York
**Position: Quantitative Strategist**
**Location: New York, NY**
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.
- 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
This position reports to senior managing director and head of quantitative research, ALM and analytics
- 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
- Continuously strives to improve our investment process
- Expresses oneself in an open and honest manner
- Demonstrates self-awareness and embraces feedback
- 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
Minimal travel required
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.
- 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.
**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.
Equal Opportunity Employer - minorities/females/veterans/individuals with disabilities/sexual orientation/gender identity