Fixed Income Desk Quant

T. Rowe Price International
London, United Kingdom
Commensurate with experience
Aug 26, 2019
Sep 13, 2019
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Principal Responsibilities

Investment Analysis and Research: Analyze portfolio exposures, communicate with portfolio management, research investment ideas and recommend actions that help align portfolio positioning to strategy objectives.
  • Responsible for the production and implementation of FI quantitative models
  • Assist in the development of optimal trading strategies to implement portfolio managers' views
  • Support portfolio construction and implementation by devising and running optimizations
  • Create security screening tools and data visualizations to assist in the portfolio management process
  • Analyse and interpret portfolio risk and attribution reports. Perform scenario analyses and other portfolio level testing
  • Partner with research quants in creating trading models and perform rich/cheap analyses
  • Assist portfolio managers by performing ad-hoc quantitative analysis

Other Responsibilities:
  • Work with internal systems designed for portfolio construction and trade modelling
  • Partner with the Technology organization to develop and enhance quantitative models from research stage through production
  • Collaborate with the research and investment teams to conceptualize new investment tools and to conduct relevant research
  • Provide portfolio construction and analytical support to product development efforts as needed


  • Bachelor's Degree required. Master's degree in a quantitative discipline preferred. CFA designation is a plus
  • Prior experience in fixed income quantitative research is essential
  • Asset management experience is preferred
  • Experience in credit and/or interest rate modelling experience would be an advantage
  • Proficiency in statistics and numerical analysis is essential for success
  • Comprehensive understanding of financial mathematics and portfolio concepts
  • Detailed knowledge of fixed income market and instruments
  • Ability to program in analytic languages and work with databases
  • Experience with performance attribution and risk models is desirable

Other Requirements:
  • Ability to establish rapport and work collaboratively with investors. Ability to work independently on projects
  • Successful candidate will be highly motivated and detail-oriented
  • Ability to master complex tasks with minimal supervision
  • Ability to communicate ideas effectively and solve problems creatively

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