Hybrid Senior Quantitative Risk Analyst Fixed Income

Franklin Templeton; Pasadena (CA); Híbrido; USD 160.000 - 165.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Three weeks PTO

Competitive health coverage

401(k) with generous match

Employee Stock Investment Plan (ESIP)

LEAP education assistance

Employee investment benefits

Descripción de la vacante

Franklin Templeton, a leading asset manager, seeks a senior quantitative risk professional in our Pasadena office. You will develop models for risk analytics, validate methodologies, and work with risk managers and portfolio teams on complex fixed-income analytics including MBS and securitized products.

You will leverage Python, Monte Carlo methods, and tools like Aladdin/Bloomberg/Yield Book to deliver robust insights and communicate findings to senior stakeholders.

Formación

• 5+ years of experience in quantitative model development, validation, risk analytics, or investment analytics.
• Advanced degree in a quantitative discipline; Master’s or Ph.D. preferred.
• Deep knowledge of fixed income analytics, including mortgage-backed securities and securitized products.
• Strong understanding of derivatives, prepayment behavior, interest-rate risk, credit risk.
• Proficiency in quantitative modeling techniques including Monte Carlo simulation and time-series analysis.
• Advanced Python programming skills; knowledge of VBA, SQL, or similar tools.
• Experience with investment and risk analytics platforms such as Aladdin, Bloomberg, Yield Book is preferred.

Responsabilidades

• Support single-security analytics across asset classes with emphasis on fixed income, securitized products, and MBS.
• Develop and enhance quantitative models for risk measurement, scenario analysis, and risk-factor attribution.
• Analyze risk exposures to help evaluate investment decisions and risk trade-offs.
• Maintain and validate risk methodologies for robustness, transparency, and consistency.
• Improve risk tools, workflows, and reporting for accuracy and efficiency.
• Collaborate with risk managers, portfolio managers, researchers, and tech teams to translate analytics into portfolio insights.
• Contribute to model enhancements, analytics validation, portfolio reviews, and risk infrastructure initiatives.
• Communicate complex risk findings clearly to senior stakeholders via written analysis and presentations.

Conocimientos

Python programming

Monte Carlo

Time-series analysis

Risk analytics

Communication

Causal inference

Educación

Master's degree or PhD in quantitative field

Advanced degree in quantitative discipline

Herramientas

Aladdin

Bloomberg

Yield Book

SQL

VBA

Descripción del empleo

Franklin Templeton, a leading asset manager, seeks a senior quantitative risk professional in our Pasadena office. You will develop models for risk analytics, validate methodologies, and work with risk managers and portfolio teams on complex fixed-income analytics including MBS and securitized products.

You will leverage Python, Monte Carlo methods, and tools like Aladdin/Bloomberg/Yield Book to deliver robust insights and communicate findings to senior stakeholders.