Analyst/Associate, Research (Fixed Income)

Responsibilities

• Execute and analyze simulations for research on asset pricing models and economics studies.
• Compile and manage large data sets from multiple sources.
• Execute regular validations to ensure inputs to research, portfolio management, and client reporting are appropriate and accurate.
• Review academic papers to improve our understanding of asset pricing and academic landscape.
• Identify opportunities to further our research agenda and conduct analyses.
• Present findings to internal research teams.
• Cook up with investment and client service teams to answer internal and client questions.

Qualifications

• Bachelor’s degree in Finance/Economics, Mathematics, Statistics, Computer Science, Engineering, or a related field.
• Master’s degree preferred.
• Demonstrated capacity for and interest in quantitative work.
• At least one year of professional work experience.
• Knowledge of databases and query language (T-SQL, SAS) is highly considered, as pulling data from databases and performing analysis are a major component of the job.
• Proficiency in Python programming is required.
• Other coding skills (R, Matlab, Fortran, or SAS) are a plus.
• Knowledge of econometrics, statistics, probability, financial markets, and investments.
• Knowledge of finance and economic theories, including deep understanding of portfolio theories and empirical asset pricing models such as the CAPM and the Fama-French factor models.
• Strong written and oral communication skills.
• Strong analytical and problem-solving skills.
• Intellectual curiosity combined with attention to detail.
• Detail-oriented and comfortable working with large datasets.
• Knowledge and experience in fixed income, derivative pricing and applying machine learning in asset pricing research is a plus.

Benefits

Dimensional offers a variety of programs to help take care of you, your family, and your career, including comprehensive benefits, educational initiatives, and special celebrations of our history, culture, and growth.