Quantitative Positions

What's the role?

Lord Abbett is seeking PhD level candidates for positions in Quantitative Research and Risk Management. We will be interviewing at the ASSA meetings in Atlanta, January 4 - 6, 2019. 

Responsibilities

  • Carry out research to quantify risk and relative value in fixed income and equity markets
  • Build security level models to identify investment opportunities
  • Develop strategies for portfolio construction, in the areas of strategic allocation, technical sector rotation, and active security selection strategies
  • Apply quantitative techniques and market intuition to large, often novel or unconventional, datasets and cultivate areas of expertise along the way
  • Maintain and support existing models used by portfolio managers, risk managers and traders

Qualifications

  • A strong academic and research record in finance or a related quantitative field
  • Deep knowledge of finance, especially as it pertains to investment management
  • Experience with advanced statistical modeling, optimization and numerical methods
  • Strong programming skills in Python or another language useful for data analysis
  • Solid analytical and organizational skills
  • Good communications skills, both spoken and written


Back to top