Risk & Quantitative Solutions Associate

Req ID:  25821
Experience Level: Professional 
Other Location(s): N/A   

Come grow with us

At Capital Group, how we work is defined by shared values that include absolute integrity, respect and collaboration. But it’s more than that. It’s smart and highly driven people united in purpose to serve our investors and one another.

Bring your energy and unique perspective to Capital and you’ll have the opportunity to grow with us professionally, personally, and financially. You’ll be part of a team that genuinely cares about helping you succeed. You’ll work alongside talented colleagues, many of whom build long careers while progressing through multiple roles, establishing lifelong friendships and making a difference in our communities. In return for your contributions, you’ll receive premier compensation and benefits, and a company-funded retirement plan that ranks among the most generous.
 

Role summary: Works under direct supervision of more senior staff. Provides guided, rigorous analysis to inform portfolio construction decisions and highlight major risk positions within Capital’s Fixed Income portfolios. Performs quantitative and qualitative analyses, risk monitoring, and risk reporting for portfolios. Develops reports and tools that measure and quantify risk exposure in portfolios. 

Primary responsibilities/essential functions:

  • Creates risk management and surveillance solutions
  • Develops top down and bottom up portfolio risk reports to identify and monitor the major risks in portfolios.
  • Maintains the data integrity of our security level analytics for Fixed Income portfolios and benchmarks.
  • Evaluates, maintains, and validates third party analytic systems (attribution, tracking error, etc.) and valuation models (interest rate, prepayment, credit, etc.). 
  • Performs quantitative analyses and provides recommendations to develop system solutions required for client, internal and regulatory risk analysis.
  • Works with the Investment Group and technology associates to ensure the quality of the analytics used in our proprietary portfolio construction and trading applications.
  • Provides quantitative analysis on Fixed Income portfolios and markets to inform portfolio construction 
  • Communicates ideas and recommendations to Portfolio Managers to influence portfolio construction decisions.
  • Performs quantitative analyses and provides recommendations to help formulate internal portfolio risk guidelines.
  • Presents analytics and findings to others on the Risk and Quantitative Solutions Team. Under direct supervision or in partnership with team, may present findings to Fixed Income investment group and oversight groups.
  • Performs additional responsibilities as assigned.

Skills/qualifications:

  • Must have an undergraduate degree in computer science, mathematics or statistics. Master’s Degree in Financial Engineering is a plus.
  • Knowledge of coding languages such as Python is required.
  • An interest in Macroeconomic research is a plus!
  • Demonstrates intellectual curiosity and analytical skills in areas of high complexity.
  • Demonstrates sound judgment in resolving matters of high complexity.
  • Demonstrates initiative by identifying issues and recommending solutions.
  • Demonstrates effective written and oral communication skills with a diverse group of associates and senior business leaders.
  • Demonstrates ability to collaborate and develop/maintain working relationships inside and outside the organization to enable effective completion of business objectives.
  • Demonstrates knowledge of quantitative disciplines. Exhibits knowledge in current and possible future policies, practices, trends, technology and information affecting the department/business area.

 

Company Overview:
Founded in 1931, Capital Group is one of the world’s largest and most trusted investment management companies and home to the American Funds. We manage more than US$1.39 trillion in assets, and our 7,500 associates make our clients their first priority every day. When we do our job right, millions of investors around the world fulfill their dreams and financial goals, from home ownership and higher education, to a comfortable retirement. Our long-term investment results and outstanding service set us apart from our competitors, while our workplace sets us apart from other employers.  We are an equal opportunity employer, which means we comply with all federal, state and local laws that prohibit discrimination when making all decisions about employment. As equal opportunity employers, our policies prohibit unlawful discrimination on the basis of race, religion, color, national origin, ancestry, sex (including gender and gender identity), pregnancy, childbirth and related medical conditions, age, physical or mental disability, medical condition, genetic information, marital status, sexual orientation, citizenship status, AIDS/HIV status, political activities or affiliations, military or veteran status, status as a victim of domestic violence, assault or stalking or any other characteristic protected by federal, state or local law. 
Company
Capital Group
Posted
09/18/2018
Type
Full time
Location
LOS ANGELES, CA 90025, US