V
Not Specified Permanent

Malvern, Pennsylvania · USA job

Senior Quantitative MBS Research Analyst

Vanguard

Malvern, Pennsylvania

Job description

Overview

In this role you help translate complex data into actionable investment insights for Vanguard's Fixed Income team. You will partner with portfolio management and trading to enhance decision-making across Agency MBS and ACMBS, exploring methods like machine learning and alternative data to generate excess returns. You'll contribute to models, analytics, and new strategies while communicating findings to cross-functional teams. This is a mission-driven opportunity to shape fixed income outcomes at scale.

Compensation / Benefits
  • hybrid working model
  • focus on long-term client outcomes
  • collaborative culture
  • opportunity to shape investment strategies
  • career development
  • mission-driven environment
Responsibilities
  • Provide thought leadership to identify initiatives that improve fund returns and reduce costs
  • Work on projects independently to support fixed income investment decision processes
  • Generate data-driven insights for the Agency MBS desk
  • Investigate machine learning techniques and alternative data sources for investment decision-making
  • Develop and enhance quantitative measures and investment strategies; communicate results
  • Build business acumen and collaborate with portfolio management and trading teams
  • Tailor complex concepts for diverse audiences; participate in special projects
Key requirements
  • Bachelor degree or equivalent experience
  • Graduate degree preferred
  • Knowledge of capital markets; knowledge of Agency MBS preferred
  • Minimum of five years related work experience, including three years analytical work
  • Technical skillset (coding, analytics, finance, fixed income products)
  • Highly self-motivated with intellectual curiosity
  • Strong communication and conceptual thinking skills
  • Ability to connect quantitative analysis with market dynamics and investment strategies
  • strong communication skills
  • conceptual thinking
  • collaboration
  • coding
  • analytics
  • finance

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