Senior MBS Quant Research Analyst

Vanguard; Malvern (Chester County); Hybrid; USD 140,000 - 210,000; Full time

Job summary

Vanguard is seeking a Senior Quantitative MBS Research Analyst to join the Fixed Income team in Malvern. You will leverage quantitative methods, market knowledge, and data-driven insights to influence investment outcomes across active funds and collaborate with portfolio management and trading teams.

You will explore machine learning techniques, work on Agency MBS and ACMBS strategies, and contribute to innovative models while communicating complex concepts to diverse audiences.

Qualifications

• 5+ years of related work experience, including analytical work in fixed income or quantitative research.
• Knowledge of capital markets and investment concepts; Agency MBS knowledge preferred.
• Strong communication and quantitative analysis skills with the ability to translate data into insights.

Responsibilities

• Provides thought leadership to identify and implement initiatives that improve fixed income fund returns and lower costs.
• Works independently on projects to support fixed income investment decision processes using quantitative skills.
• Investigates machine learning techniques and alternative data sources to enhance investment decision-making.
• Creates and performs analyses to support investment strategies and communicates results.
• Develops business acumen to inform investment management teams.
• Collaborates with portfolio management and trading teams to integrate quantitative perspectives into day-to-day discussions.
• Participates in special projects as assigned.

Skills

Quantitative analysis

Coding

Analytics

Fixed income products

Strong communication skills

Education

Bachelor's degree or equivalent

Graduate degree preferred

Tools

Machine learning

Alternative data

Job description

Vanguard is seeking a Senior Quantitative MBS Research Analyst to join the Fixed Income team in Malvern. You will leverage quantitative methods, market knowledge, and data-driven insights to influence investment outcomes across active funds and collaborate with portfolio management and trading teams.

You will explore machine learning techniques, work on Agency MBS and ACMBS strategies, and contribute to innovative models while communicating complex concepts to diverse audiences.