JOE Listings (Job Openings for Economists)
August 1, 2014 - January 31, 2015
Gurtin Fixed Income Management
Position Title/Short Description
Section: Full-Time Nonacademic
Location: San Diego, California, UNITED STATES
G1 -- General Financial Markets
C -- Mathematical and Quantitative Methods
E -- Macroeconomics and Monetary Economics
Full Text of JOE Listing:
Gurtin Fixed Income, a fast growing municipal investment manager, is seeking a Quantitative Analyst in our San Diego Office. This role will have the primary responsibilities of performing a wide variety of statistical and econometric research, from bond modeling and duration calculations to portfolio yield projections and calculating market risk characteristics.
• Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in day-to-day investment activities.
• Closely monitor and analyze domestic economic activity, including various economic indicators and monetary & fiscal policy, and proactively communicate findings.
• Monitor portfolio performance and statistics (duration, credit quality, yields, etc.) for separately managed accounts and private funds.
• Produce, as necessary, written reports and regular updates for weekly Investment Committee and Portfolio Management meetings.
• Perform ad hoc projects.
• MA/MS degree is required, PhD is preferred; degree must be in Economics or related discipline.
• Advanced quantitative skills are required.
• Expertise in econometric modeling and analysis is required, and should include familiarity with time series and forecasting methodologies (including standard models such as linear regression, VAR, ARIMA, GARCH, etc.).
• Basic understanding of financial markets is desired.
• Knowledge of some academic research in the field of Finance (option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus.
• Proficiency in R, Python, C# or another computer programming language is required. Those not already proficient in C#, must be willing to learn and become proficient.
• Strong ability to synthesize a wide variety of academic research and form sound, coherent opinions along with the ability to transform academic theory into practical, real world-based models or direction.
• Must possess a deep intellectual curiosity, a solid entrepreneurial spirit and strong initiative.
• Strong ability to work independently, speak and write clearly, concisely and to varied audiences.
• Must have proficiency in MS Excel and MS Word.
Gurtin Fixed Income Management, LLC, recognized for its unique investment strategies, transparency, and state of the art technology, is an SEC registered investment advisor regulated by the Investment Advisors Acts of 1940 with over $9.3B AUM. We specialize in separately managed high grade tax-exempt and taxable fixed income portfolios for high net worth and ultra-high net worth individuals and families, many of whom are included in the Forbes 400 list of wealthiest individuals. We also work with many independent investment consulting firms and multifamily offices to build fixed income related financial solutions that meet their clients' unique needs.
- External Application Link