Quantitative Research Analyst, L&G Asset Management, America

LegalAndGeneral

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profile Job Location:

Chicago, IL - USA

profile Monthly Salary: Not Disclosed
Posted on: 19 hours ago
Vacancies: 1 Vacancy

Job Summary

The Quantitative Research Analyst Mortgage Specialist will be a member of the Quantitative Solutions Group focused on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firms mortgage investing infrastructure and conduct analysis to support investment decisions. 

  • Develop and maintain relationships with key stakeholders across LGIMs global investment and distribution business
  • Partner with the IT data and engineering teams to deliver solutions for the investment side of the organization
  • Design and implement tools to directly support the LGIM Americas investment desks
  • Build tools for supporting the analysis of MBS valuations speeds and technicals
  • Conduct analysis on prepayments mortgage market technicals and valuations
  • Stay abreast of market developments that influence mortgage valuations
  • Assist in formulating relative value assessments

Qualifications :

  • 5-10 years of relevant experience
  • Broad knowledge of financial markets trading portfolio construction and risk management and relevant regulations
  • Bachelors degree required related advanced degree and/or CFA a plus
  • Actuarial experience a plus
  • Strong quantitative modeling skills with extensive understanding and knowledge of a wide range of tools including Python MATLab VBA Git C# SQL and Domino Data Lab
  • Excellent oral and written communication skills with the ability to communicate complex and technical matters to clients as well as internal and external partners
  • Capable of completing tasks independently
  • Managing stakeholder relationships
  • Taking ownership of supporting existing processes

Additional Information :

$100000 - $140000

The starting salary offer will vary based on multiple factors including but not limited to the applicants education job-related experience skills and abilities geographic location and market factors. This position is also eligible to participate in the companys annual discretionary bonus plan. Full time employees may be eligible for health insurance with an optional HSA short term disability long term disability dental insurance vision care life insurance Healthcare Dependent and Limited Care Flexible Spending Accounts 401K vacation sick time an employee assistance program and commuter and transit programs.  Additional voluntary programs include: supplemental health benefits including accidental injury critical illness and hospital indemnity insurance and pet insurance. 

EOE Statement

As an EOE employer L&G Asset Management America will extend equal opportunity to all employees and applicants for employment without regard to race color religion gender sexual orientation gender identity ancestry national origin age disability medical condition genetic information marital status pregnancy military status and/or any other characteristic protected under applicable federal state or local laws governing non-discrimination in employment. (2025)


Remote Work :

No


Employment Type :

Full-time

The Quantitative Research Analyst Mortgage Specialist will be a member of the Quantitative Solutions Group focused on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firms mortgage investing infrastructure and...
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Key Skills

  • Spss
  • Data Collection
  • R
  • Stata
  • Research Experience
  • Statistical Software
  • Data Mining
  • Calculus
  • Market Research
  • Operations Research
  • SAS
  • Data Analysis Skills

About Company

Legal & General (L&G) is a leading UK financial services group and major global investor.We’ve been safeguarding people’s financial futures since 1836, and strive to build a better society, while improving the lives of our customers and creating value for shareholders.We are one of th ... View more

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