Quant Fixed Income Researcher - San Francisco

Insight Investment Management Limited
San Francisco, USA
Nov 05, 2022
Nov 15, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Company Profile:

Insight is a global asset manager, responsible for over $1trn in assets under management (as of March 31, 2022) across pension risk management and liability-driven investment (LDI), fixed income and strategic liquidity solutions. Our clients include pension funds, corporates, public sector clients, insurers, sovereign wealth funds, supra-nationals, wealth managers, endowments and foundations, multi-employer plans and financial institutions. Insight leverages a global network of operations in the US, UK, Ireland, Germany, Japan and Australia.

At the heart of our investment philosophy, is a desire to offer clients innovative yet practical outcome focused solutions. To achieve this, we combine expertise, strength and depth of knowledge with innovation across a broad range of asset classes and the risk/return spectrum to offer our clients complete flexibility; an essential tool in delivering tailored client solutions. A team-oriented approach is the lynchpin of our business and means that we can draw on the in-house expertise of high calibre professionals at any time. Our investment professionals are specialists in their field meaning we have the right people doing the right jobs for our clients.

Department Profile:

Fixed Income Quantitative Research team at Insight is looking for a quant researcher with expertise and experience in financial modelling, empirical analysis, machine learning, statistics, and data science as applied to domain of financial markets and investing.

Role accountabilities:

• Develop economic, mathematical, and statistical models and techniques to generate data driven investment insights with real-world applicability.

• Practitioner mind set to solve investment problems ranging from alpha generation, risk assessment and portfolio construction with a keen eye towards model interpretability and feature attribution.

• Perform detailed analysis and management of data including resolving data imperfections, conducting data transformations, pre-processing, and collating diverse data sources to facilitate their usage in model building.

• Work in close collaboration with a global team of quant and fundamental researchers and portfolio managers in a high growth and collaborative environment with competing priorities.

• Contribute data and code to fixed income research platform for the benefit of broader firm.

• Cover all major fixed income sectors including rates, credit, securitized, emerging markets, currencies, and asset allocation.

Knowledge required:

• Advanced academic degree in a technical or quantitative discipline, such as economics, finance, accounting, statistics, mathematics, computer science, physics, and engineering. Even though it is fixed income research role, we welcome applicants from diverse backgrounds including equity, currency, economics, and physical and mathematical sciences.

• At least 3-5 years of experience in applying a range of modelling techniques like factor modelling, derivatives pricing, portfolio optimization, machine learning, and natural language processing to real world datasets. We will include the experience acquired as part of an advanced degree, including that related to thesis work, research papers, and internships.

• Intuitive understanding of empirical methods and data science techniques, with a strong grasp of their strengths, weaknesses, and applicability for solving a variety of problems

• Relevant experience working with a variety of financial and economic databases as well as unstructured and alternative data.

• Effective communication skills, particularly the ability to clearly communicate technical concepts and results to both technical and non-technical audiences.

• Strong computing skills, including fluency in Python and SQL.

• Ability to independently generate high potential ideas, and own substantial research projects to drive the growth of the business.
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