Fixed Income Quantitative Analyst

Job Summary: We are seeking a highly skilled Fixed Income Quantitative Analyst to join our team at T Rowe Price Group, Inc. The successful candidate will be responsible for providing quantitative analyses of various potential trades, quantitative model based alpha signals, trade implementation analyses, etc.

Key Responsibilities:

• Conduct quantitative investment research experience focused on short-term or low duration fixed income strategies.
• Support portfolio managers' investment process by conducting quantitative analyses incorporating with their investment views.
• Develop quantitative model based alpha signals in macro, sector, and security level to recommend potential investment opportunities to portfolio managers.
• Analyze how to best implement trades in terms of instrument types, optimal sizes, risks, etc. consolidated with the current holdings.
• Examples of trade types include, but not limited to directional views, market neutral relative value, portfolio optimization, risk budget, effective hedging, etc.

Requirements:

• Master's degree in a quantitative discipline is preferred. CFA designation is a plus.
• 5+ years of investment experience.
• Prior experience in capital market, fixed-income asset management, portfolio optimization, and complex derivatives instruments, preferably in quantitative research.
• Proficiency in statistics, econometrics, financial mathematics, and strong programming skills in R, Python, SQL, etc. are essential for success.
• Prior experience in Bloomberg product family such as PORT, BQNT, BPIPE, etc. preferred.
• Excellent communication and presentation skills to explain and discuss sophisticated quant models and investment strategies.
• Detailed knowledge of fixed income market, instruments, and analytics.

What We Offer:

• Competitive pay and bonuses as well as a generous retirement plan and employee stock purchase plan with matching contributions.
• Flexible and remote work opportunities.
• Health care benefits (medical, dental, vision).
• Tuition assistance.
• Wellness programs (fitness reimbursement, Employee Assistance Program).

About Us:

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.