Senior Fixed Income Quantitative Analyst

Lord Abbett • Jersey City, NJ

4d

About The Position

The Role Lord Abbett is looking for a senior fixed income quantitative analyst to join a highly respected team of seasoned quants to apply, extend, and maintain our suite of proprietary tools for analyzing our investment strategies’ positioning in terms of alpha opportunities, risk factor exposures and sector/asset allocation. The team’s coverage focuses on fixed income, alternative and multi-asset class strategies. Strategies seek to add performance relative to benchmarks and peer groups. This front-office role will interface directly with portfolio managers, having a visible impact on how portfolios are invested. This role is a great opportunity for a talented communicator with an analytical bent to impact the investment process.

Requirements

• Advanced degree in a quantitative discipline (computer science, engineering, finance, economics, etc.). Phd or Master’s plus CFA.
• 7-10 years of industry experience in fixed income.
• Strong hands-on experience with modern programming languages such as python.
• Familiarity with programming design, testing, and debugging. A proponent of collaborative software engineering techniques and methods including code reviews, unit testing and refactoring.
• Knowledge of scientific data analysis methods (visualization, data cleaning, mapping identifiers and SQL).
• Excellent communication and presentation skills, both spoken and written.

Nice To Haves

• Experience working with financial data providers (Bloomberg, FactSet, Morningstar, ICE, JPMorgan DataQuery) is a plus.
• Experience with AI tools a plus.
• Passion for fixed income markets and investment management.

Responsibilities

• Lead in design and development of alpha models and tools providing actionable recommendations which improve the risk-adjusted returns of our strategies.
• Strengthen and expand the team’s expertise and capabilities.
• Implement proprietary analytics based on statistics, optimization, risk/return analysis, and the needs of our clients. Present your results to investments team stakeholders.
• Participate in the design, development and maintenance of the firm’s proprietary infrastructure, generating daily updates of our models and analytics.
• Collaborate with software engineering and portfolio analytics to create scalable and supportable solutions for the firm.

Benefits

• Lord Abbett is committed to offering a competitive total rewards package to all eligible employees. Offerings include competitive total compensation, retirement plans, competitive health and well-being plans.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 501-1,000 employees