Quant Job Available in Chicago

///Quant Job Available in Chicago

Quant Job Available in Chicago

By |2018-01-14T16:11:45+00:00January 14th, 2018|Uncategorized|

From a friend in the business — Andrew Carter.

I’m hiring for a junior position right now, based in Chicago. It’s a highly quant based role, and while I’ve put down experience required, I would consider some exceptional candidates out of a Masters program.

Job Title: Associate LDI Portfolio Manager


  • The role is an associate portfolio manager/desk quant within the US LDI Portfolio Management team
  • The primary function is two-fold: 1) to provide daily desk support; and build quantitative models/tools for pricing, risk management and portfolio construction; 2) assist more senior PMs to manage the LDI funds to hedge fixed income risks and enhance returns


  • Deliver robust and easily accessible analysis of all solution mandates under management
  • Model the risks of using different asset strategies in Fixed Income and, where appropriate, other asset classes to match liabilities and other risk exposures
  • Develop pricing, risk and portfolio construction analytic tools
  • Provide quantitative support for new product developments and any relevant projects
  • Ensure relevant instruments are priced and analyzed in line with market conventions and methods, with analytics utilized in a way that allows new products to be managed robustly and in a risk-controlled environment



  • 1-3 years of experience in Fixed Income quantitative analytics at an investment bank or asset management firm
  • Strong technical knowledge with C#/Java/C++, SQL, VBA, Matlab, SVN
  • Solid understanding of US fixed income instruments and market. Knowledge of ALM, and general asset allocation theory
  • Strong knowledge of developing and implementing financial quant models in production environment
  • Good communication skills, independent work ethic, and a self-starter
  • Masters or PhD in a technical discipline (Financial Engineering, Statistics, Computer Science, Mathematics, etc.)


  • Knowledge or prior experience on LDI (Liability Driven Investment) strategies
  • Experience of desk quant support on trading floors
  • Ability to work with different teams across the firm (investment areas, IT, risk reporting, data)
  • Project management skills

How to apply for the job?

Email Andrew at andrew.carter at lgima dot com

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About the Author:

Wesley Gray, PhD
Wes Gray has published multiple academic papers and four books, including Quantitative Value (Wiley, 2012), DIY Financial Advisor (Wiley, 2015), and Quantitative Momentum (Wiley, 2016).After serving as a Captain in the United States Marine Corps, Dr. Gray earned an MBA and a PhD in finance from the University of Chicago where he studied under Nobel Prize Winner Eugene Fama. Next, Wes took an academic job in his wife’s hometown of Philadelphia and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm that delivers affordable active exposures for tax-sensitive investors. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country. Wes currently resides in the suburbs of Philadelphia with his wife and three children.
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