Quantitative MBS Research Analyst

Aplaro Ltd; Malvern; On-site; 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

Join Vanguard’s Fixed Income team as a Quantitative MBS Research Analyst, where your quantitative expertise, market knowledge, and ability to translate complex data into actionable insights will directly influence investment outcomes across multiple active funds at Vanguard. In this role, you’ll partner closely with portfolio management and trading teams to enhance fixed income decision-making, explore innovative techniques such as machine learning and alternative data, and help shape strategies that seek to generate excess returns across various agency residential (MBS) and commercial mortgage-backed securities (ACMBS). This is an opportunity for a thoughtful, analytical professional to make a meaningful impact within a mission-driven investment organization known for putting long-term client success at the center of everything we do.

Responsibilities

• Provides thought leadership and advocacy to identify and implement new initiatives that improve fixed income fund returns and lower their costs.
• Works independently on projects under the guidance of senior specialists, to support the fixed income investment decision processes, utilizing specialized quantitative skills.
• Generates value-add insights and provides data-driven solutions to enhance fixed income investment outcomes for the active Agency MBS desk.
• Investigates machine learning techniques and alternative data sources to introduce innovative techniques and methods in support of fixed income investment decision-making.
• Independently creates and performs analysis to support fixed income investment strategies, creates new quantitative measures, and contributes to new investment strategies.
• Enhances existing models, tests alternative data sources, and communicates results.
• Develops business acumen to bring an informed perspective to investment management teams.
• Uses communication and interpersonal skills to integrate with the portfolio management and trading teams, adding a quantitative perspective to their day-to-day interactions with and interpretations of market developments.
• Tailors communication of complex concepts to the audience.
• Participates in special projects and performs other duties as assigned.

Qualifications

• Undergraduate degree or equivalent combination of training and experience.
• 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 (i.e. coding, analytics, finance, fixed income products).
• Highly self-motivated, output-oriented individual driven by intellectual curiosity.
• Strong communication skills.
• Strong conceptual thinking skills with the ability to connect quantitative analysis, market dynamics, and investment strategy into actionable insights.

Special Factors Sponsorship

Vanguard is not offering visa sponsorship for this position.

About Vanguard

At Vanguard, we don't just have a mission—we're on a mission. To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.