A Research Analyst assists with a research program or project analysis. Works in a variety of fields within science or the social sciences, in programs based at a university or research institution, or works on government or industry sponsored research projects. Compile and analyze statistical data using modern and traditional methods to collect it.
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Quantitative MBS Research Analyst
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locations
Malvern, PA
time type
Full time
posted on
Posted 30+ Days Ago
job requisition id
180052 Join Vanguard's Fixed Income team as a Quantitative MBS Research Analyst, where your quantitative expertise, market knowledge, and ability to translate complex data into actionable insights will directly influence investment outcomes across multiple active funds at Vanguard. In this role, you'll partner closely with portfolio management and trading teams to enhance fixed income decision-making, explore innovative techniques such as machine learning and alternative data, and help shape strategies that seek to generate excess returns across various agency residential (MBS) and commercial mortgage-backed securities (ACMBS). This is an opportunity for a thoughtful, analytical professional to make a meaningful impact within a mission-driven investment organization known for putting long-term client success at the center of everything we do.
Responsibilities:
Provides thought leadership and advocacy to identify and implement new initiatives that improve fixed income fund returns and lower their costs. Works independently on projects under the guidance of senior specialists, to support the fixed income investment decision processes, utilizing specialized quantitative skills. Generates value-add insights and provides data-driven solutions to enhance fixed income investment outcomes for the active Agency MBS desk. Investigates machine learning techniques and alternative data sources to introduce innovative techniques and methods in support of fixed income investment decision-making. Independently creates and performs analysis to support fixed income investment strategies, creates new quantitative measures, and contributes to new investment strategies. Enhances existing models, tests alternative data sources, and communicates results. Develops business acumen to bring an informed perspective to investment management teams. Uses communication and interpersonal skills to integrate with the portfolio management and trading teams, adding a quantitative perspective to their day-to-day interactions with and interpretations of market developments. Tailors communication of complex concepts to the audience. Participates in special projects and performs other duties as assigned.