Associate Quant Strategist - Fixed Income
- Employer
- Legal & General Investment Management America
- Location
- Chicago, Illinois
- Salary
- Commensurate with experience
- Closing date
- Jun 26, 2022
View more
- Job Function
- Credit Analysis, Portfolio Management: Fixed Income, Other
- Industry Sector
- Asset Management
- Employment Type
- Full Time
Job Details
Overview
The Associate Strategist works as part of the Fixed Income Strategy team to support the Senior Portfolio Managers with analysis of the macro-economic environment and market/sector/issuer valuations. In addition the Associate Strategist assists with the development of more quantitative inputs to the investment process and the creation of new risk analytics.
Responsibilities
- Assist with the development of new risk analytics, relative value analysis, and visualization of portfolio risk for USD, GBP, and EUR credit portfolios.
- Assist with the development of quantitative models to complement the work of our fundamental analyst and fixed income trading teams.
- Develop presentation materials for monthly strategy meetings in the US and London as well as weekly portfolio positioning meetings.
- Interact with fundamental research analysts to translate bottom-up security selection into overall sector allocation decisions.
- Understand investment decisions derived from the strategy meetings and analyst-driven fundamental research.
- Liaise with other departments internally such as Sales/Marketing and Client Service to assist with requests related to new prospects and existing clients.
- Work closely with Senior Portfolio Managers on portfolio construction and monitoring.
- Assist Senior Portfolio Managers with ad hoc requests
Qualifications
- 3+ years of experience in fixed income markets (preferably credit-related) AND/OR a relevant graduate degree
- Strong programming skills in Python, working knowledge of SQL and git
- Solid knowledge in data structures, algorithms, and object-oriented programming
- Proficiency coding in a Linux environment
- Capacity to explain technical concepts at both detailed and high levels
- Some Bloomberg experience preferred
- Understanding of fixed income basics (e.g. duration, convexity, spread)
- Ability to multi-task and work accurately under pressure
As an EOE employer, Legal & General Investment Management America will extend equal opportunity to all employees
and applicants for employment without regard to race, color, religion, gender, sexual orientation, gender identity, ancestry,
national origin, age, disability, medical condition, genetic information, marital status, pregnancy, military status, and/or any
other characteristic protected under applicable federal, state or local laws governing nondiscrimination in employment. (2020)
Company
Legal & General Investment Management America, Inc. (LGIMA) was founded in 2006 and specializes in fixed income, liability driven investment (LDI) solutions and index capabilities for the US institutional market.* We offer a range of strategies to help our clients manage their investment objectives including investment grade fixed income, which can range from market-based alpha-oriented strategies to those that are designed to be more liability-centric, derivative overlays, and indexed solutions.
Our solutions-focused culture is geared toward customization for our clients. As a firm, LGIMA has professional resources dedicated to insuring that our credit portfolios are structured in a risk-conscious manner, but can still have the ability to produce excess returns over an appropriate, sometimes custom, benchmark. Our index fund management offering extends well beyond the standard market cap weighted indices. We have the capability to manage index funds against various equity indices.
As of December 31, 2019, LGIMA managed over $219 billion in assets. Our clients include pension plans, foundations & endowments, unions, and public funds.
- Telephone
- 312-964-3108
- Location
-
71 S. Wacker Drive
Suite 800
Chicago
IL
60606
US
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