Name of Employer or Agency
T. Rowe Price
Location
Baltimore, MD
Job description
PRIMARY PURPOSE OF THE POSITION
This position will be within the quant modeling team of the fixed-income quantitative research group. The primary role of the analyst will be to provide quantitative analysis for the multisector investment teams. The analyst will collaborate with the core/core+ and global multisector investment teams to develop research agenda, execute the research, and communicate the findings. The analyst will also be expected to analyze relative value opportunities in both cash and derivatives markets and present these ideas to the investment team. In addition, the analyst will also develop ideas for new proprietary investment tools and collaborate with the front-office development team to implement the tools.
PRINCIPAL RESPONSIBILITIES
Conduct quantitative research focused on multisector research. Work with PMs and other analysts to develop research agenda, execute on the research, and communicate the results.
Develop relative value investment ideas in both the cash and derivatives market. These can range from both inter and intra sector opportunities.
Work on developing new proprietary investment tools and collaborate with the front-office development team to implement the tools.
QUALIFICATIONS
Preferred
T. Rowe Price is an Equal Opportunity Employer
Apply/contact info for candidates
Please apply online to www.troweprice.com/careers REQ 3767
T. Rowe Price
Location
Baltimore, MD
Job description
PRIMARY PURPOSE OF THE POSITION
This position will be within the quant modeling team of the fixed-income quantitative research group. The primary role of the analyst will be to provide quantitative analysis for the multisector investment teams. The analyst will collaborate with the core/core+ and global multisector investment teams to develop research agenda, execute the research, and communicate the findings. The analyst will also be expected to analyze relative value opportunities in both cash and derivatives markets and present these ideas to the investment team. In addition, the analyst will also develop ideas for new proprietary investment tools and collaborate with the front-office development team to implement the tools.
PRINCIPAL RESPONSIBILITIES
Conduct quantitative research focused on multisector research. Work with PMs and other analysts to develop research agenda, execute on the research, and communicate the results.
Develop relative value investment ideas in both the cash and derivatives market. These can range from both inter and intra sector opportunities.
Work on developing new proprietary investment tools and collaborate with the front-office development team to implement the tools.
QUALIFICATIONS
Preferred
- Ph.D. in physical sciences, engineering, mathematics, or financial engineering.
- Direct investment and or trading experience
- A master’s degree in physical sciences, engineering, mathematics, or financial engineering.
- Detailed knowledge of fixed-income markets and analytics with minimum 5-10 years of relevant experience
- Experience developing relative value investment ideas in both cash and derivatives market
- Comprehensive understanding of financial mathematics and complex derivatives instruments
- Ability to work independently to develop own research agenda and communicate results
- Highly self motivated and ability to solve problems creatively
- Ability to work with numbers and datasets with full understanding of statistical analysis.
- Ability to program in analytic languages (Matlab, SPlus, etc.) and work with databases.
T. Rowe Price is an Equal Opportunity Employer
Apply/contact info for candidates
Please apply online to www.troweprice.com/careers REQ 3767
