Fixed Income Quantitative Analyst II

At BBH we value diverse backgrounds, so if your experience looks a little different from what we've outlined and you think you can bring value to the role, we will still welcome your application!

What You Can Expect At BBH:

If you join BBH you will find a collaborative environment that enables you to step outside your role to add value wherever you can. You will have direct access to clients, information and experts across all business areas around the world. BBH will provide you with opportunities to grow your expertise, take on new challenges, and reinvent yourself—without leaving the firm. We encourage a culture of inclusion that values each employee’s unique perspective. We provide a high-quality benefits program emphasizing good health, financial security, and peace of mind. Ultimately we want you to have rewarding work with the flexibility to enjoy personal and family experiences at every career stage. Our BBH Cares program offers volunteer opportunities to give back to your community and help transform the lives of others.

Fixed Income Quantitative Research

We are looking for a self-motivated individual to join the Fixed Income Quantitative Research team within Capital Partners (CP). Fixed income has approximately $50bn of assets under management focused on taxable, tax-exempt, and TIPS strategies. The team invests in Treasury bonds, corporate bonds, term loans, structured products (Asset Backed Securities, Commercial Mortgage-Backed Securities, and Mortgage-Backed Securities), and municipal bonds. This is an opportunity to interact with leading fixed-income investment professionals.

JOB DESCRIPTION

The Fixed Income Quantitative Research (QR) team is an integral part of the investment process. Three general areas describe the role: (1) Work with portfolio managers, research analysts, and traders on quantitative aspects of portfolio management; e.g., security valuation, performance attribution, portfolio optimization, and portfolio risk analysis; and developing tools to validate data and analytics. (2) Collaborate with relationship managers providing technical assistance for requests from clients and consultants. (3) Work with the Risk and Governance teams providing portfolio risk metrics and helping with market risk management monitoring needs. Given QR’s technical work, the team often collaborates with the BBH Systems group.

RESPONSIBILITIES

• Develop tools for efficient calculation and distribution of analytics of our investments. These analytics are crucial in portfolio management and easy access to them is a priority. Maintain and enhance existing tools such as our performance attribution, portfolio optimization, valuation, and risk reporting environments.

• Work with investment teams (structured products, corporate, municipal, and TIPS) across the investment process to acquire detailed knowledge of fixed income securities, structures, and proprietary valuation models.

• Work with investment teams on strategy development.

• Develop and maintain processes to monitor the quality of data feeds.

• Serve as an active liaison between QR and groups outside Fixed Income (relationship management, operations, and Risk and Governance). Assist these groups with data analysis, client requests, and presentations. Assume a leading role in the partnership between QR and Systems to provide high-quality portfolio data.

JOB QUALIFICATIONS

• Demonstrated commitment to learning and constant improvement.

• Interested in finance and the financial services industry.

• Bachelor’s or advanced degree in a quantitative discipline with rigorous computational training such as engineering, physics, or mathematics. Solid knowledge of computer science is a plus.

• Excellent Python and web development (dash/react) skills. Comfortable with Linux, cloud-based development, and containerization (e.g., Kubernetes).

• Advanced knowledge of SQL and numerical analysis with Python and R is a plus.

• Experience or interest in developing portfolio management tools for such as exposure reports, portfolio optimization, and performance attribution.

• Thrives in a fast-paced, collaborative, team-oriented environment.

• Excellent oral and written communication skills.

• Ability to explain technical concepts in an accessible manner.

We are an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, gender, national origin, age, genetic information, creed, marital status, sexual orientation, gender identity, disability status, protected veteran status, or any other protected status under federal, state or local law.

   

Salary Range

$110,000-$140,000

BBH’s compensation program includes base salary, discretionary bonuses, and profit-sharing. The anticipated base salary range(s) shown above are only for the indicated location(s) and may differ in other locations due to cost of living and labor considerations. Base salaries may vary based on factors such as skill, experience and qualification for the role. BBH's total rewards package recognizes your contributions with more than just a paycheck—providing you with benefits that enhance your experience at BBH from long-term savings, healthcare, and income protection to professional development opportunities and time off, our programs support your overall well-being. 
 

Salary : $110,000 - $140,000