Associate Principal, Fixed Income Research

Qontigo is currently seeking to fill an Associate Principal level position within the Research group in New York. The successful candidate will work closely with senior research leads in both London and New York on a variety of areas improving and expanding Qontigo’s risk offering to clients. The Qontigo Research team originates the models, methodologies, client solutions and thought leadership that underpin the Qontigo suite of financial portfolio technologies.

Qontigo is a leading provider of enterprise risk management, portfolio construction, and risk and regulatory reporting solutions that offer essential insights into the constantly evolving state of risk. Financial institutions worldwide rely on Qontigo’s sophisticated suite of tools and flexible open platform technology to unify the view of risk across front, middle and back office functions, helping to drive efficiency and bring transparency to performance.

Qontigo has received numerous accolades for its innovative products, technology and teams, including Waters Technology’s Best Buy-Side Risk Management Product 2021 and Aite-Novarica’s Best-in-Class Risk Management Technology Provider to the Buy Side 2022.

Responsibilities

For this position, Qontigo seeks a hands-on, detail-oriented quantitative researcher with experience of fixed income markets in the US. In addition to researching and developing risk methodology and implementing model prototypes, a key component of this role is client-facing. The successful candidate will be involved with client pitches, presenting both on his or her own areas of research and on existing models offered by Qontigo, as well as working on pre-sales and client technical support. Typical projects may include

· Developing enhanced factor risk models to explain price changes in agency MBS securities, including spread factors to explain risks related to refinancing and turnover.

· Implementing prototypes for modeling on-the-run and off-the-run treasury risk and capturing sovereign rate specific risks.

· Producing client-ready white papers, methodology documents, presentations, fact sheets and blogs in support of Qontigo's models and products.

· Working closely across the Product, Engineering and Client teams to specify, implement, validate and deliver advanced risk models in support of multi-asset class portfolio construction and risk analysis.

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• Quantitative background, to a Master’s level degree at a minimum although a PhD is preferred. A professional designation (e.g. CFA, FRM) is a plus.
• 5 years of experience in US fixed income markets including both rates and MBS. Experience of other structured debt is a plus.
• Experience of coding, preferably Python.
• Ability to explain complex concepts clearly.
• Ability to quickly understand existing approaches and apply a variety of analytic techniques to new problems.
• Excellent communication and documentation skills including the ability to present technical concepts to a wide range of audiences and work effectively across teams.

• The anticipated base salary range for this position is 160,000 - 180,000 USD. The final base salary for this role will be based on the individual's geographical location, experience, and qualifications.
• Eligible for a performance-based annual bonus
• Full benefits package