Quantitative Analyst - Fixed Income
What is the opportunity?
Join RBC Global Asset Management's US Fixed Income team as a Quantitative Analyst. You will optimize trading strategy by writing programs, conducting research, performing statistical analysis and solving problems. Work with a nimble, research oriented team and go deep in the fixed income market while being at the center of a best-in-class responsible investing team! What will you do?
What do you need to succeed? Must-have
- Execute on Fixed Income-related research and analysis projects, both independently and collaboratively.
- Analyze, interpret, and summarize performance data and analysis results to identify key take-aways and create tools to allow for actionable recommendations.
- Develop and maintain systems to enhance the portfolio management process.
- Coordinate with teams responsible for daily analytics, performance attribution and sector specific research to maximize transparency for analysts and portfolio managers (building reports, adding data sets, etc.)
- Manage, continue to develop and maintain a proprietary ESG, location based and impact measurement system along with interactions/development related to climate stress-testing.
- Develop, enhance and maintain econometric and mathematical valuation models used in determining asset allocation techniques, defining sector weightings/allocations, and enhancing investment returns at controlled levels of risk.
- Contribute to analytics infrastructure for FI Investment team.
- Work on requests and studies for Portfolio Managers across products, strategies and geographies.
- Bachelor's degree required in a quantitative, scientific, business or related discipline
- Programming experience in VBA, Python, MATLAB, SQL or similar languages
- Experience with programming & scripting languages (e.g. C/C++, Perl)
- Clear communication, including the ability to communicate complicated, nuanced material in a clear and concise fashion.
- Experience building applications in MATLAB, Python, or another high-level language used in statistical computing
What's in it for you?
- Some experience in quantitative research and/or Bloomberg experience
- Understanding of basic statistics, econometrics and financial statement analysis
- Understanding of fixed income markets and/or CFA or interest in obtaining desirable
- Advanced Excel skills useful
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