JOE Listings (Job Openings for Economists)
August 1, 2014 - January 31, 2015
Gurtin Fixed Income Management, LLC
Position Title/Short Description
Section: Full-Time Nonacademic
Locations: Solana Beach, California, UNITED STATES
San Diego, California, UNITED STATES
JEL Classification: E -- Macroeconomics and Monetary Economics
Fixed income Investment
Full Text of JOE Listing:
The Economist will have the primary responsibly of performing a wide variety of statistical and econometric research, while also providing general expertise on macroeconomic and monetary policy. The Economist will be responsible for understanding fixed income markets, and for both understanding and using fixed income analytics produced by the Quantitative Research Department. It is expected that some of these responsibilities will be learned and refined on the job, both through individual study and company training programs. Key responsibilities:
*Collect market data and conduct economic analyses to identify investment opportunities and assist portfolio managers in daiy investment activities.
*Closely monitor and analyze domestic economic activity, various economic indicators and monetary & fiscal policy, and proactively communicate findings.
*Monitor international economies and markets with the goal of understanding how they affect the domestic economy and fixed income markets.
*Produce written reports and regular updates for weekly Investment Committee and Portfolio Management meetings.
MA/MS degree is required, PhD is preferred; degree must be in Economics.
Advanced quantitative skills are required.
Proficiency 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.).
A thorough knowledge of macroeconomics and monetary policy is required, including an understanding of QE, the Fed’s primary policy rates, and the mechanisms through which the Fed achieves its policy goals.
Proficiency in a statistical/numerical programming language such as R, Matlab, or Stata, or in an object-oriented programming language such as C#, C++, Java, or Python, is required. Those not already proficient in C# must be willing to learn and eventually become proficient.
Basic understanding of financial markets is desired.
Knowledge of some academic research in the field of Finance (for example, option pricing theory, term structure theory, Black-Scholes, Hull-White, Libor Market Models, Option Adjusted Spread, etc.) is a plus.
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.
Ability to work independently and within a collaborative team environment.
Very strong ability to speak and write clearly, concisely and to varied audiences.
Must have proficiency in MS Excel and MS Word.
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