Associate Quant Strategist - Fixed Income

Chicago, Illinois
Commensurate with experience
May 27, 2022
Jun 26, 2022
Industry Sector
Asset Management
Employment Type
Full Time


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.


  • 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


  • 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)

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