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Quantitative Research Associate (Fixed Income)

Capital Group
United States, California, Los Angeles
January 05, 2023
As a member of the Quantitative Research and Analytics group (QRA) at Capital Group (CG), you will conduct rigorous peer-reviewed quantitative investment research and analysis. You apply knowledge of quantitative methods and global markets to develop insight in support of the investment decision making process. You will contribute to core group activities including portfolio analysis, quantitative portfolio construction, factor modeling, and risk analytics.

With a focus on global fixed income markets, you will create and execute complex, abstract mathematical models. You'll partner with portfolio managers, analysts, investment risk professionals and our fixed income portfolio strategy team. Your experience and insight will contribute to the evolving development of our quantitative research. You're well versed in mathematical concepts, financial topics and software. In responding to urgent reporting requests on a regular basis, you'll proactively refine your process and presentation. You find joy in discovering new ways of dissecting and visualizing data. You embrace collaboration and regularly contribute in group discussions.

In this role you will:
  • Conduct and communicate quantitative research and portfolio analysis.
  • Gather, maintain, and analyze market, financial and economic data in support of modeling needs.
  • Respond to questions and requests for analysis and expertise from team associates, investment professionals, and other CG associates.
  • Respond to deadline-driven requests (potentially including regulatory or other external requests) requiring quantitative analysis.
  • Participate in the ongoing evolution of quantitative research and analysis at CG.
  • Participate in collaborative process-oriented projects within QRA and across CG.
  • Develop analytical reporting and execute it on a regular basis with periodic updates and refinements.
  • Learn about new models, tools, techniques, and processes and identifies and communicates potential applications at CG.

"I am the person Capital Group is looking for"

  • You have excellent quantitative research skills, as evidenced by an advanced degree (MFE, MSc, PhD) in a mathematically robust discipline (e.g., econometrics, mathematical finance, statistics, or physics) or equivalent experience.
  • You have excellent systems and computer skills, including a strong working knowledge of Excel and quantitative programming languages (e.g., Python or R); Knowledge of financial software (e.g., Bloomberg, Aladdin, Axioma, Capital IQ or FactSet) is a plus.
  • You use a variety of mathematical and financial concepts to structure complex problems as they apply to fixed income portfolio construction, calculus, portfolio theory, derivatives, etc.
  • You have Intellectual curiosity about financial markets, asset allocation, and investing.
  • You effectively communicate findings across a variety of audiences. You collaborate well, and partner closely with QRA associates, quantitative technology peers, investment professionals, and other groups within CG.
  • You understand quantitative financial concepts as they apply to multi-asset portfolio optimization, econometrics and derivatives is a plus. Existing knowledge of quantitative financial models and demonstrated ability to learn within a quantitative research role is preferred.
  • You have excellent analytical and problem-solving skills.
  • You have excellent written and oral communication and interpersonal skills as well as the ability to effectively interact with a diverse group of associates including Investment Group, Results Analysis and IT.
  • You've found that stepping out of your comfort zone opens the door to innovation. You're open to constructive opinions and are always looking to improve your work product
  • You must be able to meet regular deadlines, demonstrate excellent attention to detail, and work well under tight time constraints, while balancing multiple priorities.
  • You're able to work independently and as part of a team in a highly collaborative environment.
  • You're self-motivated, take initiative and demonstrate commitment to continuously improve skills and self.

Southern California Base Salary Range: $111,404-$178,246

In addition to a highly competitive base salary, per plan guidelines, restrictions and vesting requirements, you also will be eligible for an individual annual performance bonus, plus Capital's annual profitability bonus plus a retirement plan where Capital contributes 15% of your eligible earnings.

You can learn more about our compensation and benefits here .

We are an equal opportunity employer, which means we comply with all federal, state and local laws that prohibit discrimination when making all decisions about employment. As equal opportunity employers, our policies prohibit unlawful discrimination on the basis of race, religion, color, national origin, ancestry, sex (including gender and gender identity), pregnancy, childbirth and related medical conditions, age, physical or mental disability, medical condition, genetic information, marital status, sexual orientation, citizenship status, AIDS/HIV status, political activities or affiliations, military or veteran status, status as a victim of domestic violence, assault or stalking or any other characteristic protected by federal, state or local law.