Entry-Level Quantitative Analyst, Investment Research Department

Gurtin Fixed Income Management
San Diego - United States
S: Commensurate with experience.

Job Description:
Based in our San Diego office, the Quantitative Analyst will have the primary responsibly of performing a wide variety of statistical and econometric research, from bond modeling and duration calculations to portfolio yield projections and calculating market risk characteristics.

Selected Responsibilities:
•Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in day-to-day investment activities.
•Closely monitor and analyze domestic economic activity, including various economic indicators and monetary & fiscal policy, and proactively communicate findings.
•Monitor portfolio performance and statistics (duration, credit quality, yields, etc.) for separately managed accounts and private funds.
•Produce, as necessary, written reports and regular updates for weekly Investment Committee and Portfolio Management meetings.
•Perform ad hoc projects.

Requirements/Qualifications:
•MA/MS degree is required, PhD is preferred; degree must be in Economics or related discipline.
•Advanced quantitative skills are required.
•Expertise in econometric modeling and analysis is required, and should include familiarity with time series and forecasting methodologies (including standard models such as linear regression, VAR, ARIMA, GARCH, etc.).
•Basic understanding of financial markets is desired.
•Knowledge of some academic research in the field of Finance (for example, option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus.
•Proficiency in R, Python, C# or another computer programming language is required. Those not already proficient in C# must be willing to learn and eventually become proficient.
•Strong ability to synthesize a wide variety of academic research and form sound, coherent opinions along with the ability to transform academic theory into practical, real world-based models or direction.
•Must possess a deep intellectual curiosity, a solid entrepreneurial spirit and strong initiative.
•Ability to work independently and within a collaborative team environment.
•Very strong ability to speak and write clearly, concisely and to varied audiences.
•Must be innovative, detail oriented, and very well organized.
•Must have proficiency in MS Excel and MS Word.

Compensation:
Starting base salary range is commensurate with experience. Bonus is at the discretion of management.

Company Description:
Based in San Diego and Chicago, Gurtin Fixed Income Management, LLC is an SEC registered investment advisor regulated by the Investment Advisors Act of 1940 with over $9 billion in assets under management. The firm manages discretionary fixed income portfolios for ultra high net worth clients, family offices, and investment consulting firms. Visit www.gurtin.com for more information.

Qualified candidates should apply online at www.gurtin.com in the Career Opportunities section. Please submit a cover letter and resume.

Job summary