- Leading a team of fixed income risk researchers who research and develop advanced quantitative models and concepts to build world class fixed income factor models as part of the FactSet Multi-Asset Class (MAC) fixed income risk research. Those models will be used as part of the risk management and portfolio construction platform part of FactSet ecosystem.
- Collaboration with other ADs in fixed income research (Derivatives, Bonds, Structured Products), as well as global teams of equity risk researchers, quantitative developers, software engineers and product developers to better understand business requirements and deliver models to the clients.
- Set the roadmap for fixed income risk, taking into consideration client requests, product deficiencies and research that could help FactSet leapfrog our competitors. Assist the team in the design of the solution using tools such as python, C++, Excel, etc., depending on the use case.
- Assess the current implementation tools and processes and determine methods to optimize and streamline, with the goal of producing a more efficient model research process and ultimately a faster time to market.
- Publish journal articles, whitepapers and product documentation illustrating the results from the research.
- 7+ years working in fixed income risk.
- Strong knowledge of fixed income risk and the competitive environment
- PhD or masters degree in financial engineering, Science, Technology, Engineering or Mathematics
- Strong knowledge of probability theory, statistics, linear algebra, and numerical methods
- Experience wor8king with large data sets, statistical data analysis, building multivariate regressions models
- Good programming skills, preferably using the languages Python, C++, or Java; knowledge of object-oriented paradigm is preferable
- Analytical thinking and problem solving
- Natural curiosity and creativity
- Strong verbal communication skills and works well in a team environment.
- Agile, action-oriented, quick thinker: you can deliver preliminary results fast by making simplifying assumptions and take time to dive deeper if our business priorities allow and if the problem demands more scientific rigor.
- Experience in the space of fixed income and derivative modeling
- Knowledge of FI markets and principles of quantitative modeling in finance
- Experience with one of the following: time series analysis, stochastic processes and risk measurement or modern portfolio theory
- Algorithms development, optimizing and profiling code
- Knowledge in SQL, preferably on MSSQL Server
- Flexible work accommodations. Choose to work remotely, in person, or in a hybrid set-up.
- The opportunity to join a growing firm with a proven track record of success for over 40 years, made up of thoughtful, innovative minds that value collaboration and welcome your new ideas to the table
- Mentorship and growth opportunities from senior employees
- Career progression planning and a focus on career development, complete with dedicated time each month for conference attendance, online learning seminars, and networking
- A robust social community dedicated to volunteerism, intramural sports, and team-building events
- Business resource groups that align with our DE&I strategy, designed to cultivate an inclusive environment for all
Associate Director - Boston, United States - FactSet
Description
Locations: New York, NY, Boston, MA, or Chicago, IL only
Working Environment: Hybrid
Were seeking a motivated, strategic-minded Associate Director of Fixed Income Risk to guide our team of dedicated researchers. Tasked with advancing FactSets advanced quantitative analytics offerings, the Associate Director will strive to improve the quality and coverage of our fixed income risk models and methods. This role requires consistent collaboration with a diverse group of teams, including Product Management, Sales, Software Engineering, and Model Validation, in order to ensure projects align with the direction provided by the Analytics Leadership team. With an opportunity to guide multiple projects and a team of quantitative researchers, this position is the perfect fit for leaders seeking to combine their knowledge and passion for research with managerial responsibilities.
Responsibilities
Role Requirements
Any of the following will be considered an advantage
United States applicants must be legally authorized to work in the United States without the need for employer sponsorship, now or at any time in the future
Whats In It For You:
Learn more about our benefits here.
The budgeted amount range for this position in the States of Connecticut and in New York City is $200,000 - $260,000
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At FactSet, we celebrate diversity of thought, experience, and perspective. We are committed to disrupting bias and a transparent hiring process. All qualified applicants will be considered for employment regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or veteran status. FactSet participates in E-Verify.
FactSet is an Equal Opportunity Employer - M/F/Veteran/Disability/Sexual Orientation/Gender Identity
At FactSet, we celebrate diversity of thought, experience, and perspective. We are committed to disrupting bias and a transparent hiring process. All qualified applicants will be considered for employment regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or veteran status. FactSet participates in E-Verify
FactSet is an Equal Opportunity Employer - M/F/Veteran/Disability/Sexual Orientation/Gender Identity
VEVRAA Federal ContractorRequest Priority Protected Veteran & Disabled Referrals for all of our locations within the stateThe EEO is the Law poster is available here.FactSet Research Systems Inc. endeavors to make our website accessible to any and all users. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact Jennifer Passeck, Lead Recruiting Specialist, Human Resources at or Opportunity Employment PolicyIt is the policy of FactSet Research Systems Inc. ("FactSet") to provide equal employment and advancement opportunities to all qualified employees and applicants for employment regardless of their race, color, religion, sex, age, sexual orientation, gender identity or expression, national origin, physical or mental disability, genetic information, protected veteran status, pregnancy, military or military reserve obligations, or any other class or status protected by law. This policy applies to all policies and procedures related to recruitment, hiring, training, promotion, compensation, benefits, transfer, discharge, and other terms and conditions of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability or protected veteran status. If you have questions concerning this policy, please contact the Human Resources department at PDN-9b9d109f-7035-4d0e-b7aa-341cc2c0c463