Guggenheim Services, LLC

Quantitative Analyst

Job Locations US-CA-Santa Monica
Posted Date 2 months ago(6/1/2020 8:22 PM)
Job Category
Quantitative Analysis/Research
Position Type
Regular Full-Time


Quantitative Analyst
Guggenheim Investments


About the Position
Guggenheim is seeking an exceptional Quantitative Analyst to join its Structured Credit Team.  This person will support the team by developing credit models, investment tools, and reports to assess risk and exposures across ABS, CLO, RMBS, and CMBS in a rapid, market-oriented timeframe.  Models and tools will primarily support investment research and deal review, risk reporting, trading, and valuation. The Quantitative Analyst will work closely with Senior Analysts and Traders to improve and rapidly prototype models and analytical tools for use on the desk, as well as manage the migration of those models and reports to GPIM developers for enterprise-supported implementation. The Analyst will also interface with GPIM Developers/IT team to conform to standard firm protocols for language and 3rd party software to ease migration from the desk to production. The position is located in Santa Monica, CA.



Specific Responsibilities Include:
• Developing tools and studies for merging multiple 3rd party and internal information sources for monitoring deal credit performance
• Developing and managing models for generating inputs to CLO/RMBS/CMBS collateral cashflows in 3rd party systems (e.g., Intex)
• Coding and formulating business logic to Quality Control bond analytics and valuation
• Developing tools to compile and aggregate exposure reports by multiple risk dimensions for complex asset classes such as Aircraft ABS and CRE CLOs for use by traders, PMs, risk management, and clients


Skills & Experience Required:
Quantitative/Technical degree (STEM) from a top university
• Advanced programming skills, and proficiency in at least 2 programming languages out of C/C++, C#, JAVA, MATLAB, R, Python, and VBA (.NET experience is highly desirable)
• Working experience with database systems
• At least 2 years working experience within fixed income space at a financial firm
• Good communication skills both written and verbal


The ideal candidate will have:
• Advanced degree in STEM
• 2 years of experience working on large, and complex analytic systems with a team of quants and developers - highly preferable if the candidate has experience with both improving existing systems/models as well as creating them de novo
• 2 years of experience working in the structured credit space
• Familiarity with trading desk environment
• 2 years of experience at a major broker dealer, as a desk quant, facing traders and fundamental analysts

About the Firm

About Guggenheim Investments
Guggenheim Investments is the global asset management and investment advisory division of Guggenheim Partners, with expertise in fixed income, equity, and alternative strategies. We focus on the return and risk needs of insurance companies, corporate and public pension funds, sovereign wealth funds, endowments and foundations, consultants, wealth managers, and high-net-worth investors. Our team of investment professionals performs rigorous research to understand market trends and identify undervalued opportunities in areas that are often complex and underfollowed. This approach to investment management has enabled us to deliver innovative strategies providing diversification opportunities and attractive long-term results.


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