• Job Description

  Req#: 1922

  Position Summary

  TCW Quantitative Research Team develops models, algorithms, and tools used to drive and support systematic and fundamental investment strategies. The team supports systematic strategies and works collaboratively with investment teams and traders across all asset classes to integrate data driven insights and quantitative techniques into the fundamental investment process.

  The Quantitative Research Analyst works together with senior quantitative researchers and the head of quantitative research to develop and test new models, signals, and portfolio construction approaches by understanding and analyzing various sources of financial, market, economic and alternative data using a range of statistical and econometric methods. They will work closely with various investment team members to drive investment thesis development across the range of asset classes and relevant TCW investing products.

  The Analyst will present results of their work in a clear and understandable manner to a wide range of internal and external stakeholders while staying current on relevant quantitative research literature and market developments.

  Essential Duties

  • Conduct quantitative analysis of factors and financial metrics and systematically integrate the results in portfolio construction and optimization
  • Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
  • Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into code
  • Back test and implement trading models and signals in a live trading environment
  • Develop visualization and quantitative analysis of data, presentations, and other materials for a diverse set of partners, clients, and senior decision makers
  • Identify, test, and evaluate new sources of financial, macro, or alternative data and propose additions to the existing array of datasets and tools

  Required Qualifications

  • Advanced training in Mathematics, Statistics, Physics, Computer Science, Econometrics, or another highly quantitative field
  • Strong knowledge of probability and statistical techniques (e.g., machine learning, time-series analysis, pattern recognition, NLP) and their limitations
  • Familiarity with basic finance concepts and economic principles
  • Prior experience working in a data driven research environment
  • Experience with translating mathematical models and algorithms into code (Python, R or C++) and using data warehouses (Snowflake, SQL)
  • Strong and efficient research capabilities, with an ability to assess and analyze a wide range of financial and alternative data sources

  Professional Skills Qualifications

  • Agility: Agile mindset, organized and capable of leading transformative change in a dynamic, rapidly changing environment
  • Judgment and Flexibility: Thinks about issues and develops solutions that thoughtfully consider the broader context. Positively deals with a shifting demand for time, priorities, and the rapid change of environment
  • Communications: Demonstrates strong written skills and presents analysis, suggestions, and other information clearly and concisely; presence and self-confidence to interface with the key constituents of the firm including management teams of companies, deal professionals, service providers and others
  • Excellence: Demonstrates accuracy and thoroughness. Ensures quality and demonstrates a strong attention to detail and follow-through. Commits to implementing best practices and continuous improvement
  • Teamwork: Cooperates with management, colleagues, and third parties and operates with humility. Seeks and is open to giving and receiving suggestions to develop better solutions and to make the team stronger
  • Relationships and Influence: Naturally connects and builds strong relationships with others, demonstrating strong emotional intelligence and an ability to communicate clearly and persuasively. This includes networking, influencing, collaborating – and a proven ability to build trust with clients and other organizational partners
  • A pattern of excellence, both personally and professionally, demonstrated by the individual’s education, career track record, intellect, and professional reputation; self-awareness, maturity, irreproachable integrity

  Desired Qualifications

  • Past experience within a quantitative hedge fund or asset manager would be a plus as would experience with systematic strategies for a range of horizons.
  • Expertise in the application of factor investing in fixed income would be a plus
  • Alternatively, experience with macro rates, volatility trading, or cross-asset products would be beneficial
  • Understands the data engineering and ingestion of alternative datasets (NLP, climate, remote sensing, credit cards)

  Estimated Compensation:

  Base Salary: For CA based position, the base salary range is $125k to $150k. This is an anticipated range only.

  Other Compensation: Eligible to be considered for an annual discretionary bonus

  Benefits: Eligible for TCW’s comprehensive benefits package. See more information here.

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• About the company

  TCW Strategic Income Fund, Inc. is a diversified, closed-end investment management company. The Fund's investment objective is to seek a total return consisted of current income and capital appreciation by investing in a range of securities, including ...

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