Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Not SpecifiedCompensation
Senior (5 to 8 years), Expert & Leadership (9+ years)Experience Level
Full TimeJob Type
UnknownVisa
Investment Management, Finance, Asset ManagementIndustries
Requirements
- Minimum of ten years related work experience
- Supervisory experience preferred
- Undergraduate degree or equivalent combination of training and experience
- Graduate degree preferred
- Professional certification (CFA, FRM)
Responsibilities
- Directs investment risk strategy to ensure an effective and efficient risk management infrastructure
- Manages, measures, monitors, and reports aggregate global fixed income investments risk exposures
- Provides thought leadership and takes a leadership role in shaping the research agenda and infrastructure
- Designs and implements best practices for fixed income investment and business activities to control various risks
- Provides guidance on fixed income investment risk management policies and procedures, limits, and guidelines
- Uses a variety of analytical resources to develop and enhance existing risk-return analysis, including performance attribution, multifactor risk models, scenario analysis, and stress testing
- Partners with portfolio management teams to influence and add value to the investment process and enhance risk adjusted returns by applying analytical insight, judgment and experience to evaluate risk and performance of funds
- Frequently conducts ad-hoc analysis to support PM/Traders understanding of portfolio and market risks
- Facilitates strong oversight and governance of fund outcomes through frequent interactions with senior management, including the fixed income Senior Investment Committee, Fixed Income Leadership Team, Chief Risk Officer, and Chief Investment Officer
- Leads a high-performing team in the development of specialized fixed income investment risk management, performance analysis and other analytical skills that raise the capabilities of the investment risk team
- Plays a key role in the development, implementation, and interpretation of risk and performance attribution analytics based on risk models
- Sponsors and undertakes research to improve the risk and return analysis
- Works closely with portfolio management teams, IT teams, and vendors to identify opportunities, define project briefs, drive effective prioritization and follow through with disciplined execution
- Using professional judgment and industry experience, guides and collaborates with global counterparts to take Investment Management Group (IMG) policies and procedures to a global standard
- Serves as an expert resource to members of the IMG
- Develops and maintains knowledge of financial markets, securities and investment themes in order to bring an informed perspective to portfolio analysis
- Represents the Investment Risk team to internal and external clients and at industry forums
- Contributes to IMG, Risk Division, and Vanguard-wide management initiatives and strategies
- Leads and/or participates in special projects and performs other duties as assigned
Skills
Fixed Income
Investment Risk Management
Risk Modeling
Performance Attribution
Stress Testing
Scenario Analysis
Portfolio Management
Risk Framework
Vanguard
Client-owned investment management firm offering low-cost funds
About Vanguard
Vanguard provides financial services with a focus on investment management. The company offers a variety of products, including mutual funds, exchange-traded funds (ETFs), individual retirement accounts (IRAs), and 401k rollovers, aimed at individual investors, financial advisors, and institutions. Vanguard's unique ownership structure means it is owned by its funds, which are in turn owned by the clients, allowing it to prioritize the needs of its investors over external shareholders. This model enables Vanguard to offer low-cost investment options, as it primarily earns revenue through management fees that are generally lower than industry standards. Additionally, Vanguard provides personalized investment advisory services, charging fees based on the assets managed. The company's goal is to help clients grow their wealth and achieve their financial objectives through effective investment strategies, while maintaining a competitive performance track record.
Kline Township, PennsylvaniaHeadquarters
1975Year Founded
SECONDARYCompany Stage
Fintech, Financial ServicesIndustries
10,001+Employees