Job: Quantitative Fixed Income Research

T. Rowe Price

Primary Purpose of the Position:
This position will work within the Quantitative Fixed Income Research team to develop valuation, risk, and performance attribution models across all product categories including credit, mortgages, and derivatives.

Principal Responsibilities:
1. The analyst will work with the members of the quantitative research and the front-office application teams to develop tools and quantitative methods to assist in the tasks of valuing securities and sectors, measuring risk, and attributing the portfolio performance.

2. The analyst will be expected to communicate constantly with the members of the investment team in order to help promote the usage of applications and to derive feedbacks on suggested modifications. The analyst should also develop investment perspective around the quant tools in order to generate and distribute investment insights using the tools.

3. The analyst should work closely with the front-office applications team to provide analytic and methodology guidance for the development projects.

Qualifications:
•Engineering, quantitative finance, math or other scientific degree with a minimum of 3 years of related fixed-income experience
•Substantial knowledge in statistics and fixed-income analytics, along with the ability to apply the concepts to solve practical modeling and application problems.
•Experience with Matlab and/or Splus is a significant advantage, as is knowledge of database management systems and advanced programming languages.
•Highly self-motivated and detail-oriented
•Ability to master complex tasks with minimal supervision
•Ability to communicate ideas effectively and solve problem creatively
•MS/PhD in engineering quantitative finance, mathematics, or other scientific field preferred
•Fixed income work experience highly desirable

T. Rowe Price is an Equal Opportunity Employer.  

martin_lee@troweprice.com