Quantitative Research Analyst, I&G

Voya Financial, Inc.; San Diego (CA); Hybrid; USD 136,000 - 191,000; Full time

Benefits offered by this job

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

Job summary

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

Qualifications

• 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.

Responsibilities

• 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.

Skills

Python

MATLAB

SQL

Fixed‑income derivatives

Macroeconomics

Team player

Education

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

Job description

Profile Summary:

The Quantitative Research Analyst for the Income & Growth team will be responsible for the development of highly sophisticated alpha-generating models.

Profile Description:

The main topics of research are: asset allocation, portfolio optimization, and security selection. Participation in the idea generation process. Interact with Portfolio Managers and other asset management team members to understand macroeconomic and risk management issues. Improvement of existing models and processes. Optimizing active ETFs.

Knowledge & Experience:

The ideal candidate will have a PhD or MS in quantitative finance, a hard science, or engineering with 10+ years of relevant experience. Basic understanding of Macroeconomics. Experience in Python, Matlab and SQL. Good working knowledge and experience in concepts such as effective duration, OAS, spread duration, effective convexity, yield measures, beta, and tracking error. Good understanding or experience with fixed‑income derivatives such as futures, credit default swaps, interest rate swaps, swaptions, bond and futures options. Must be a team player, have excellent problem‑solving skills and able to work in fast paced environment.

Compensation Pay Disclosure:

Voya is committed to pay that’s fair and equitable, which means comparable pay for comparable roles and responsibilities. The below annual base salary range reflects the expected hiring range(s) for this position in the location(s) listed. In addition to base salary, Voya offers incentive opportunities (i.e., annual cash incentives, sales incentives, and/or long‑term incentives) based on the role to reward the achievement of annual performance objectives. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Voya Financial is willing to pay at the time of this posting. Actual compensation offered may vary from the posted salary range based upon the candidate’s geographic location, work experience, education, licensure requirements and/or skill level and will be finalized at the time of offer. Salaries for part‑time roles will be prorated based upon the agreed upon number of hours to be regularly worked.

$136,000 - $190,500 USD

Be Well. Stay Well.

Voya provides the resources that can make a difference in your lives. To us, this means thriving physically, financially, socially and emotionally. Voya benefits are designed to help you do just that. That’s why we offer an array of plans, programs, tools and resources with one goal in mind: To help you and your family be well and stay well.

What We Offer

• Health, dental, vision and life insurance plans
• 401(k) Savings plan – with generous company matching contributions (up to 6%)
• Voya Retirement Plan – employer paid cash balance retirement plan (4%)
• Tuition reimbursement up to $5,250/year
• Paid time off – including 20 days paid time off, nine paid company holidays and a flexible Diversity Celebration Day.
• Paid volunteer time — 40 hours per calendar year

Critical Skills At Voya

At Voya, we have identified the following critical skills which are key to success in our culture: Customer Focused: Passionate drive to delight our customers and offer unique solutions that deliver on their expectations. Critical Thinking: Thoughtful process of analyzing data and problem solving data to reach a well-reasoned solution. Team Mentality: Partnering effectively to drive our culture and execute on our common goals. Business Acumen: Appreciation and understanding of the financial services industry in order to make sound business decisions. Learning Agility: Openness to new ways of thinking and acquiring new skills to retain a competitive advantage.

Equal Employment Opportunity

Voya Financial is an equal-opportunity employer. Voya Financial provides equal opportunity to qualified individuals regardless of race, color, sex, national origin, citizenship status, religion, age, disability, veteran status, creed, marital status, sexual orientation, gender identity, genetic information, or any other status protected by state or local law.

Reasonable Accommodations

Voya is committed to the inclusion of all qualified individuals. As part of this commitment, Voya will ensure that persons with disabilities are provided reasonable accommodations. If reasonable accommodation is needed to participate in the job application or interview process, to perform essential job functions, and/or to receive other benefits and privileges of employment, please reference resources for applicants with disabilities.

Misuse of Voya's name in fraud schemes

Voya Financial, Inc., is a leading retirement, employee benefits and investment management company. Voya’s services and solutions help clear the path to financial confidence and a more fulfilling life for individual, workplace and institutional clients, supporting more than 18 million customer relationships. Certified as a “Great Place to Work” by the Great Place to Work® Institute, Voya fosters a culture that values customer centricity, integrity, accountability, agility and inclusivity.

Voya’s values serve as our compass

Together with customers and partners, Voya employees fight for everyone's opportunity for a better financial future. For more information visit https://www.voya.com/ Voya’s values serve as our compass, bringing together our culture, performance, brand, vision, strategy and corporate responsibility activities. Our values guide our decision-making and behaviors allowing us to deliver worth to our customers, distribution partners, shareholders and each other. With a lens on balance, health & welfare, our work environment offers flexibility. The majority of our roles have adopted a hybrid schedule — working some days in the office and some days remotely, providing flexibility for work-life balance and still allowing the benefit of in-person collaboration. Some functions will continue to be 100% on-site and others may be fully remote, depending on business needs.