MBS Quant Research Analyst - Hybrid, Data-Driven Investing

Aplaro Ltd; Malvern; Hybrid; GBP 70,000 - 100,000; Full time

Job summary

Vanguard in Malvern is seeking a Quantitative MBS Research Analyst to translate complex data into actionable insights that influence fixed income decisions across active funds. You will collaborate with portfolio management and trading teams, exploring machine learning and alternative data to enhance Agency MBS and ACMBS strategies.

The role emphasizes rigorous quantitative analysis, communication, and the ability to connect market dynamics with investment strategy within a hybrid work

Qualifications

• Undergraduate degree or equivalent in a relevant field.
• Graduate degree preferred.
• Knowledge of capital markets and investment concepts.
• Knowledge of Agency MBS preferred.
• Minimum of three years of related work experience.
• Technical skillset (coding, analytics, finance, fixed income products).
• Strong communication skills.
• Strong conceptual thinking with ability to connect quantitative analysis, market dynamics, and investment strategy into actionable insights.

Responsibilities

• Provides thought leadership and advocacy to identify and implement new initiatives that improve fixed income fund returns and lower costs.
• Works independently on projects under guidance of senior specialists to support fixed income investment decision processes, utilizing quantitative skills.
• Generates value-add insights and data-driven solutions for the Agency MBS desk.
• Investigates machine learning and alternative data sources to enhance fixed income investment decision-making.
• Independently creates and performs analysis to support investment strategies and new quantitative measures.
• Enhances existing models, tests alternative data sources, and communicates results.
• Develops business acumen to inform investment management teams.
• Collaborates with portfolio management and trading teams, translating complex concepts for diverse audiences.
• Participates in special projects and performs other duties as assigned.

Skills

Coding

Analytics

Fixed income

Communication

Market knowledge

Education

Undergraduate degree or equivalent

Graduate degree preferred

Tools

Python

R

SQL

Job description

Vanguard in Malvern is seeking a Quantitative MBS Research Analyst to translate complex data into actionable insights that influence fixed income decisions across active funds. You will collaborate with portfolio management and trading teams, exploring machine learning and alternative data to enhance Agency MBS and ACMBS strategies.

The role emphasizes rigorous quantitative analysis, communication, and the ability to connect market dynamics with investment strategy within a hybrid work