L&G – Asset Management, America
Quantitative Research Analyst - Mortgage Specialist
L&G – Asset Management, America, Chicago, Illinois, United States, 60290
Quantitative Research Analyst – Mortgage Specialist
Join to apply for the Quantitative Research Analyst – Mortgage Specialist role at L&G – Asset Management, America
Overview The Quantitative Research Analyst – Mortgage Specialist will be a member of the Quantitative Solutions Group focusing on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firm’s mortgage investing infrastructure and conduct analysis to support investment decisions.
Responsibilities
Develop and maintain relationships with key stakeholders across LGIM’s global investment and distribution business
Partner with the IT, data and engineering teams to deliver solutions for the investment side of the organization
Design and implement tools to directly support the LGIM America’s investment desks
Build tools for supporting the analysis of MBS valuations, speeds, and technicals
Conduct analysis on prepayments, mortgage market technicals, and valuations
Stay abreast of market developments that influence mortgage valuations
Assist in formulating relative value assessments
Qualifications
5-10 years of relevant experience
Broad knowledge of financial markets, trading, portfolio construction and risk management and relevant regulations
Bachelors degree required, related advanced degree and/or CFA a plus
Actuarial experience a plus
Strong quantitative modeling skills with extensive understanding and knowledge of a wide range of tools including Python, MATLAB, VBA, Git, C#, SQL and Domino Data Lab
Excellent oral and written communication skills, with the ability to communicate complex and technical matters to clients, as well as internal and external partners
Capable of completing tasks independently
Managing stakeholder relationships
Taking ownership of supporting existing processes
Salary Range $100,000 - $140,000
The starting salary offer will vary based on multiple factors, including but not limited to the applicant’s education, job-related experience, skills, and abilities, geographic location, and market factors. This position is also eligible to participate in the company’s annual discretionary bonus plan. Full time employees may be eligible for health insurance with an optional HSA, short term disability, long term disability, dental insurance, vision care, life insurance, Healthcare, Dependent and Limited Care Flexible Spending Accounts, 401K, vacation, sick time, an employee assistance program, and commuter and transit programs. Additional voluntary programs include supplemental health benefits including accidental injury, critical illness and hospital indemnity insurance and pet insurance.
Equal Employment Opportunity Statement 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. (2024)
Seniority Level Entry level
Employment Type Full-time
Job Function Research, Analyst, and Information Technology
Industries Investment Management
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Overview The Quantitative Research Analyst – Mortgage Specialist will be a member of the Quantitative Solutions Group focusing on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firm’s mortgage investing infrastructure and conduct analysis to support investment decisions.
Responsibilities
Develop and maintain relationships with key stakeholders across LGIM’s global investment and distribution business
Partner with the IT, data and engineering teams to deliver solutions for the investment side of the organization
Design and implement tools to directly support the LGIM America’s investment desks
Build tools for supporting the analysis of MBS valuations, speeds, and technicals
Conduct analysis on prepayments, mortgage market technicals, and valuations
Stay abreast of market developments that influence mortgage valuations
Assist in formulating relative value assessments
Qualifications
5-10 years of relevant experience
Broad knowledge of financial markets, trading, portfolio construction and risk management and relevant regulations
Bachelors degree required, related advanced degree and/or CFA a plus
Actuarial experience a plus
Strong quantitative modeling skills with extensive understanding and knowledge of a wide range of tools including Python, MATLAB, VBA, Git, C#, SQL and Domino Data Lab
Excellent oral and written communication skills, with the ability to communicate complex and technical matters to clients, as well as internal and external partners
Capable of completing tasks independently
Managing stakeholder relationships
Taking ownership of supporting existing processes
Salary Range $100,000 - $140,000
The starting salary offer will vary based on multiple factors, including but not limited to the applicant’s education, job-related experience, skills, and abilities, geographic location, and market factors. This position is also eligible to participate in the company’s annual discretionary bonus plan. Full time employees may be eligible for health insurance with an optional HSA, short term disability, long term disability, dental insurance, vision care, life insurance, Healthcare, Dependent and Limited Care Flexible Spending Accounts, 401K, vacation, sick time, an employee assistance program, and commuter and transit programs. Additional voluntary programs include supplemental health benefits including accidental injury, critical illness and hospital indemnity insurance and pet insurance.
Equal Employment Opportunity Statement 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. (2024)
Seniority Level Entry level
Employment Type Full-time
Job Function Research, Analyst, and Information Technology
Industries Investment Management
#J-18808-Ljbffr