QUANTITATIVE INVESTMENT ANALYST - FIXED INCOME RISK AND PORTFOLIO CONSTRUCTION RESEARCH

T. Rowe Price

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Job Information

There is a place for you at T. Rowe Price to grow, contribute, learn, and make a difference. ​ We are a premier asset manager focused on delivering global investment management excellence and retirement services that investors can rely on today and in the future. The work we do matters. We invite you to explore the opportunity to join us and grow your career with us.

The Quantitative Investment Analyst is an investment role within the Fixed Income division at T. Rowe Price. The role resides within the Fixed Income Quantitative Investments and Research (FI Quant) group as part of the Fixed Income Risk and Portfolio Construction Research team. The Fixed Income Risk and Portfolio Construction Research team is tasked with generating alpha via risk advisory and construction of efficient portfolios, capitalizing on market inefficiencies and risk premia. The team requires an experienced quantitative researcher to conduct rigorous analyses in the area of risk forecasting and portfolio construction techniques. The analyst will collaborate with the investment team to develop a research agenda, execute research, and communicate the findings to enhance the investment results. The analyst will engage the sell-side and academic research to keep current on new modeling developments and apply these methods to enhance the proprietary solutions.

PRINCIPAL RESPONSIBILITIES:

  • Conduct rigorous quantitative research to enhance existing and develop new risk forecasting and portfolio construction methodologies for existing global fixed income portfolios. Review existing academic and practitioner research in these areas.
  • Work with investment teams and other quantitative analysts to develop systematic fixed income strategies by optimizing allocation to alpha signals, risk premia, existing strategies and factors. Work with Technology partners to productionize models
  • Contribute to broader Fixed Income platform by enhancing portfolio construction models for existing portfolios that capitalize on market inefficiencies and incorporate portfolio manager views
REQUIREMENTS:
  • 10+ years of prior investing experience
  • Master’s degree or Ph.D. in quantitative discipline. CFA designation preferred.
  • Comprehensive understanding of financial mathematics.
  • Prior experience in fixed income markets, securities, and complex derivatives instruments. Detailed knowledge of portfolio optimization and risk forecasting methods.
  • Proficiency with statistics, optimization, and numerical analysis
  • Evidence of conducting independent systematic research
  • Proficiency in R and SQL. Proficiency with git version control.
  • Experience with performance attribution and risk models
  • Self-motivated, independent, detail oriented and intellectually curious
  • Strong communication skills, with ability to influence others. Creative problem solver.
FINRA licenses are not required and will not be supported for this role.

Commitment to Diversity, Equity, and Inclusion:

We strive for equity, equality, and opportunity for all associates. When we embrace the power of diversity and create an environment where people can bring their authentic and best selves to work, our firm is stronger, and we create greater value for our clients. Our commitment and inclusive programming aim to lift the experience for each associate and builds allies for our global associate community. We know that a sense of belonging is key not only to your success at the firm, but also to your ability to bring your best each day.

Benefits: We invest in our people through a wide range of programs and benefits, including:
  • Competitive pay and bonuses as well as a generous retirement plan and employee stock purchase plan with matching contributions
  • Flexible and remote work opportunities
  • Health care benefits (medical, dental, vision)
  • Tuition assistance
  • Wellness programs (fitness reimbursement, Employee Assistance Program)
Our policies may change as our working lives evolve. Yet, our commitment to supporting our associates’ well-being and addressing the needs of our clients, business, and communities is unwavering.

T. Rowe Price is an equal opportunity employer and values diversity of thought, gender, and race. We believe our continued success depends upon the equal treatment of all associates and applicants for employment without discrimination on the basis of race, religion, creed, colour, national origin, sex, gender, age, mental or physical disability, marital status, sexual orientation, gender identity or expression, citizenship status, military or veteran status, pregnancy, or any other classification protected by country, federal, state, or local law.

T. Rowe Price

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