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Does working for a company that embodies innovation, transparency and creativity excite you? Then, we have the place for you. At Qontigo, we bring together the best minds from across the world to challenge the way financial institutions think about risk and investment portfolio management.
Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return. Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.
We Innovate. We Create. We Collaborate.
Qontigo is currently seeking to fill an associate level position within the Research group in either London or New York. The successful candidate will work closely with senior research leads in both locations on a variety of areas improving and expanding Qontigos risk offering to clients, with an initial focus on data quality assurance. The Qontigo Research team originates the models, methodologies, client solutions and thought leadership that underpin the Qontigo suite of financial portfolio technologies.
Responsibilities
For this position, Qontigo seeks a hands-on, detail-oriented quantitative researcher with experience of fixed income markets. Key components of this role include researching and implementing data quality enhancements and working with Data Operations to improve daily processes. The successful candidate will also be involved with client discussions and pre-sales and client technical support. Typical responsibilities may include:
- Collaboration with cross-functional teams to implement data quality standards, identify and resolve data issues such as incorrect or missing data
- Application of statistical and machine learning methodologies to detect data outliers and anomalies
- Creating and maintaining documentation related to data definitions and data quality rules, including assumptions or corrective rules to be followed to address specific data anomalies.
- Management of the transition to Risk Free Rates for global markets
- Construction of mappings between Qontigo and vendor data, e.g., for ESG providers
- Development of improved methods and tools for correcting erroneous credit curves
- Investigation and interpretation of risk and performance numbers related to input data
In addition to data quality, this research role will support the development of risk models for various fixed income asset classes and risk measures such as liquidity and stress testing with the role evolving depending on both the candidate and Qontigos research needs.
#LI-Hybrid
Requirements
- Quantitative background, to a Masters level degree at a minimum although a PhD is preferred. A professional designation (e.g. CFA, FRM) is a plus.
- 2+ years of experience in fixed income markets including both rates and credit. Experience of other asset classes 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.
Benefits
- The anticipated base salary range for this position is $120 000 - $140 000. 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
Qontigo
