Hybrid Quantitative Research Analyst, Income & Growth

Voya Financial, Inc.; San Diego (CA); Ibrido; USD 136.000 - 191.000; Tempo pieno

Vantaggi offerti da questo lavoro

Health, dental, vision and life保险

401(k) with company match

Voya Retirement Plan – cash balance

Tuition reimbursement up to $5,250/yr

Paid time off – 20 days PTO + 9 paid?

Paid volunteer time — 40 hours/yr

Descrizione del lavoro

Voya Financial, Inc. is seeking a Quantitative Research Analyst for the Income & Growth team to develop alpha-generating models and advance research in asset allocation, portfolio optimization, and security selection.

You will collaborate with Portfolio Managers to address macroeconomic and risk management challenges and help improve existing models and processes, including optimization of active ETFs. The ideal candidate has a PhD or MS in quantitative finance or related field with 10+ years of

Competenze

• PhD or MS in quantitative finance, hard science, or engineering with 10+ years of relevant experience.
• Knowledge of macroeconomics.
• Experience with Python, MATLAB and SQL.
• Strong understanding of fixed-income derivatives: futures, CDS, IRS, swaptions, bonds and futures options.
• Team player with excellent problem-solving skills in a fast-paced environment.

Mansioni

• Develop highly sophisticated alpha-generating models.
• Research asset allocation, portfolio optimization, and security selection.
• Interact with Portfolio Managers to understand macroeconomic and risk management issues.
• Improve existing models and processes; optimize active ETFs.

Conoscenze

Python

MATLAB

SQL

Fixed‑income derivatives

Macroeconomics

Team player

Formazione

PhD or MS in quantitative finance, hard science, or engineering

Descrizione del lavoro

Voya Financial, Inc. is seeking a Quantitative Research Analyst for the Income & Growth team to develop alpha-generating models and advance research in asset allocation, portfolio optimization, and security selection.

You will collaborate with Portfolio Managers to address macroeconomic and risk management challenges and help improve existing models and processes, including optimization of active ETFs. The ideal candidate has a PhD or MS in quantitative finance or related field with 10+ years of