Assist with development of a Macroeconomic module which can be utilized as a proprietary basis for our global macro expectations.
- Help formulate view of GDP growth
- Inflation
- Monetary Policy
- Fiscal Policy
- Data gathering, data organization and data visualization
Take the lead on data and quant work in developing a Relative Value framework.
IG vs HY vs MBS vs Muni vs ABS vs Private Credit etc. The breadth of asset classes to be included will be finalized while iterating over the modelIdentify data sources and streamline process for gathering index data to be used for the relative value assessmentsDevelop the framework and proof to show the strength of relative value signals to be used as an input into overall asset allocation decisions.Support the buildout of a relative value framework at the industry level to help identify industries to overweight / underweight within the IG corporate fixed income market
Equity market inputsSpread data inputsRating agency inputsFinancial reporting inputsIndustry level factorsMomentumDetermine the degree of significance of each input in predictive analysisRelative value assessments by Issuer
Fundamental ranking of each issuer within all the major industriesEquity InputsRating Agency InputsFinancial Analysis InputsMomentumSpread data (current and historical perspective)Prepare whitepaper on methodology for each of the modules and the foundation for data and quantitative models developed
Articulate findings and conclusions in a clear and organized manner
Flexibility in being able to pivot to new directions as needed for the business
Once models / frameworks are finalized, these will have to be maintained and periodically updated as per the process.
Requirements
Minimum 7 to 10 years experience.PHD Degree in a quantitative area preferredCandidate should be able to join within 60 days.Excellent communication skills.Prior team management experience is important as is being an individual contributor.