Quantitative Research Analyst, I&G

Voya Financial • San Diego, CA

1d • Onsite

About The Position

The Quantitative Research Analyst for the Income & Growth team develops sophisticated alpha-generating models. Research focuses on asset allocation, portfolio optimization, and security selection. The analyst participates in idea generation, works with Portfolio Managers and other asset management team members to understand macroeconomic and risk-management issues, improves existing models and processes, and optimizes active ETFs.

This is an essential-worker position requiring full-time work in the assigned office.

Requirements

• PhD or MS in quantitative finance, a hard science, or engineering.
• 10+ years of relevant experience.
• Basic understanding of macroeconomics.
• Experience with Python, Matlab, and SQL.
• Good working knowledge and experience with effective duration, OAS, spread duration, effective convexity, yield measures, beta, and tracking error.
• Good understanding or experience with fixed-income derivatives, including futures, credit default swaps, interest rate swaps, swaptions, and bond and futures options.
• Team player with excellent problem-solving skills and the ability to work in a fast-paced environment.

Responsibilities

• Develop sophisticated alpha-generating models.
• Conduct research on asset allocation, portfolio optimization, and security selection.
• Participate in the idea-generation process.
• Interact with Portfolio Managers and other asset management team members to understand macroeconomic and risk-management issues.
• Improve existing models and processes.
• Optimize active ETFs.

Benefits

• Health, dental, vision, and life insurance plans.
• 401(k) savings plan with company matching contributions up to 6%.
• Employer-paid Voya Retirement Plan cash balance benefit of 4%.
• Tuition reimbursement up to $5,250 per year.
• Paid time off, including 20 days, nine paid company holidays, and a flexible Diversity Celebration Day.
• 40 hours of paid volunteer time per calendar year.
• Incentive opportunities, which may include annual cash incentives, sales incentives, and/or long-term incentives, based on the role and achievement of annual performance objectives.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Ph.D. or professional degree