What are the responsibilities and job description for the Fixed Income – Quantitative Investment Analyst – Portfolio Construction position at T. Rowe Price?
Role Summary
The Quantitative Investment Analyst is an investment role within the Fixed Income division at T. Rowe Price. The role resides within the Fixed Income Quantitative Investments and Research (FI Quant) group, as part of the Portfolio Research Group. The Portfolio Research Group seeks to enhance portfolio risk-adjusted returns by applying quantitative methods to : (a) advise portfolio managers on position sizing and optimal combination of positions in portfolios; (b) advise portfolio managers on risks not immediately covered by standard models; (c) capitalize on long-term market inefficiencies and risk premia as well as capture value from shorter-term dislocations.
The team requires an experienced quantitative researcher to conduct analysis in applied portfolio construction. A successful candidate will frequently interact with Fixed Income portfolio managers and senior Fixed Income leadership to advocate for implementation of relevant ideas and methods in fixed income portfolios.
Responsibilities
- Conduct quantitative research applied to US fixed income portfolios, involving sizing and combination of sectors, strategies and alpha signals, including off-benchmark segments
- Integrate solid risk-awareness in portfolio construction models, accounting for risk in normal and stressed market environments
- Proactively advocate for enhancing portfolio performance by applying appropriate quantitative methodologies and effectively collaborate with portfolio managers towards this goal
- Work with Technology partners to productionize models
Qualifications
Required :
Preferred :
FINRA Requirements
FINRA licenses are not required and will not be supported for this role.
Work Flexibility
This role is eligible for hybrid work, with up to one day per week from home.
Base Salary Ranges
Please review the job posting for the location of this specific opportunity.
175,000.00-$250,000.00 for the location of : Maryland, Colorado, Washington and remote workers
175,000.00-$250,000.00 for the location of : Washington, D.C.
175,000.00-$250,000.00 for the location of : New York, California
Placement within the range provided above is based on the individual’s relevant experience and skills for the role. Base salary is only one component of our total compensation package. Employees may be eligible for a discretionary bonus, which is determined upon company and individual performance.
Commitment to Diversity, Equity, and Inclusion
We strive for equity, equality, and opportunity for all associates. When we embrace the power of diversity and create an environment where people can bring their authentic and best selves to work, our firm is stronger, and we create greater value for our clients. Our commitment and inclusive programming aim to lift the experience for each associate and builds allies for our global associate community. We know that a sense of belonging is key not only to your success at the firm, but also to your ability to bring your best each day.
Benefits
We value your goals and needs, at work and in life. As an associate, you’ll be supported with resources, benefits, and work-life balance so you can thrive in ways that matter to you.
Featured employee benefits to enrich your life :
Competitive compensation
Annual bonus eligibility
A generous retirement plan
Hybrid work schedule
Health and wellness benefits, including online therapy
Paid time off for vacation, illness, medical appointments, and volunteering days
Family care resources, including fertility and adoption benefits
Our policies may change as our working lives evolve. Yet, our commitment to supporting our associates’ well-being and addressing the needs of our clients, business, and communities is unwavering.
T. Rowe Price is an equal opportunity employer and values diversity of thought, gender, and race. We believe our continued success depends upon the equal treatment of all associates and applicants for employment without discrimination on the basis of race, religion, creed, color, national origin, sex, gender, age, mental or physical disability, marital status, sexual orientation, gender identity or expression, citizenship status, military or veteran status, pregnancy, or any other classification protected by country, federal, state, or local law.
Salary : $175,000 - $250,000
