The TCW Group
Vice President, Fixed Income Analytics
The TCW Group, Los Angeles, California, United States, 90079
Position Summary
The Investment Risk and Quantitative Research team is seeking a Vice President to join the team. The position will be responsible for ongoing support for fixed income analytics generation, model control, and general risk analysis. In this role, the individual will help oversee fixed income models and methodologies used throughout TCW's funds and support mechanism to ensure their quality and timely production. In addition, the role will support frequent ad hoc user inquiries on portfolio, benchmark, and security and portfolio analytics. The ability to navigate through large amounts of data from multiple databases using standard database query tools and modern programming techniques is essential, as is the effective and succinct articulation of findings, insights, and implications.
The role offers a great opportunity to work closely with the risk management team and members across the fixed income front office portfolio management teams and trading desks. The incumbent will have the exposure to all fixed income product areas and the investment lifecycle. The incumbent will also interact with the client reporting and marketing teams. Excellent communication skills, attention to details, and effective people skills are essential.
Essential Duties
Disciplined and methodical daily monitoring of risk management analytics processing, data quality, and anomalies Conduct investigations into system or model exceptions Communicate risk management issues with portfolio management staff Generate monthly reports for clients and consultants Perform ad hoc analysis and reporting for the risk, portfolio management, client services, and marketing groups Required Qualifications
Minimum of 3 years of experience working in financial services in a risk or quantitative analytics capacity Post-bachelors degree preferred (bachelors degree required) with a major in any highly mathematical and/or computationally centric field (i.e. STEM) Understanding in Fixed Income analytics (Duration, Yield, OAS, etc.) Proficiency in MS Excel Programming skills in any modern programming language (preferably Python or R) Knowledge of SQL databases and languages Professional Skills Qualifications
Excellent written and verbal communication skills Strong organizational skills with attention to detail Strong interpersonal skills; collaborate well with others on the team Desired Qualifications
Python and R experience a plus
Estimated Compensation:
Base Salary:
For CA based position, the base salary range is $165k - $185k This is an anticipated range only.
Other Compensation : Eligible to be considered for an annual discretionary bonus
Benefits : Eligible for TCW's comprehensive benefits package. See more information here.
#LI-SW1
The Investment Risk and Quantitative Research team is seeking a Vice President to join the team. The position will be responsible for ongoing support for fixed income analytics generation, model control, and general risk analysis. In this role, the individual will help oversee fixed income models and methodologies used throughout TCW's funds and support mechanism to ensure their quality and timely production. In addition, the role will support frequent ad hoc user inquiries on portfolio, benchmark, and security and portfolio analytics. The ability to navigate through large amounts of data from multiple databases using standard database query tools and modern programming techniques is essential, as is the effective and succinct articulation of findings, insights, and implications.
The role offers a great opportunity to work closely with the risk management team and members across the fixed income front office portfolio management teams and trading desks. The incumbent will have the exposure to all fixed income product areas and the investment lifecycle. The incumbent will also interact with the client reporting and marketing teams. Excellent communication skills, attention to details, and effective people skills are essential.
Essential Duties
Disciplined and methodical daily monitoring of risk management analytics processing, data quality, and anomalies Conduct investigations into system or model exceptions Communicate risk management issues with portfolio management staff Generate monthly reports for clients and consultants Perform ad hoc analysis and reporting for the risk, portfolio management, client services, and marketing groups Required Qualifications
Minimum of 3 years of experience working in financial services in a risk or quantitative analytics capacity Post-bachelors degree preferred (bachelors degree required) with a major in any highly mathematical and/or computationally centric field (i.e. STEM) Understanding in Fixed Income analytics (Duration, Yield, OAS, etc.) Proficiency in MS Excel Programming skills in any modern programming language (preferably Python or R) Knowledge of SQL databases and languages Professional Skills Qualifications
Excellent written and verbal communication skills Strong organizational skills with attention to detail Strong interpersonal skills; collaborate well with others on the team Desired Qualifications
Python and R experience a plus
Estimated Compensation:
Base Salary:
For CA based position, the base salary range is $165k - $185k This is an anticipated range only.
Other Compensation : Eligible to be considered for an annual discretionary bonus
Benefits : Eligible for TCW's comprehensive benefits package. See more information here.
#LI-SW1