Vanguard, one of the world's largest investment management companies and a recognized employer of choice, seeks a quantitative analyst to create models that improve the performance of managed funds.
Individuals that possess quantitative experience, specifically in time series analysis, along with prior Matlab programming experience and hold a Graduate Degree, PHD and/or CFA are preferred.
Your primary duties and responsibilities:
- Develops quantitative models of expected returns and risk, under the direction of other members within the research group.
- Assists in and makes recommendations for the development of new strategies within the research group.
- Supports the incorporation of Vanguard Unmatchable Excellence (VUE) concepts into the risk management infrastructure, including dashboards.
- Develops and maintains knowledge of financial markets, securities and investment themes in order to bring an informed perspective to the research process.
- Undertakes a variety of ad hoc analytical projects as needed to support portfolio management and trading.
- Produces thorough, insightful, concise analysis and reports for department and senior management.
- Participates in special projects and performs other duties as assigned.
The ideal candidate should possess:
Note: Vanguard is not offering visa sponsorship for this position. Additionally, employment is contingent on a successful drug-screening result.
- Undergraduate degree or equivalent combination of training and experience. (Graduate Degree or CFA preferred.)
- Minimum of three to five years of related analytical work experience.
- Strong foundation of basic investment knowledge including an understanding of capital markets, market indices and various securities (equity, fixed income and derivatives).
- Demonstrated quantitative and analytical skills.
- Demonstrated record of initiative/career advancement.
- Excellent computer programming skills. Ability to program in Matlab or C++ preferred.
- Excellent interpersonal skills.
- Ability to work independently and in a team environment.
- Excellent written and oral communication skills.
Founded in 1975, Vanguard established a new brand of investment management firm – one owned by our investors, not...