Quantitative Analyst

Job Description:

Position Summary

The Guggenheim Treasury Services (GTS) job family is responsible for direct support of GTS’s lines of business including its Asset-Backed Commercial Paper (ABCP) issuance and trading, structured finance origination, and Security-Based Swaps Dealer (SBSD) operations.

The Quantitative Analyst role specifically focuses on running, maintaining, and building models related to pricing and risk measurement of the assets and liabilities under GTS’s purview.

This position can be in either our Chicago office or New York City office and will report on-site 3-4 days per week.

Essential Job Functions

• Run and maintain models used to price assets and liabilities under GTS management.
• Develop mathematical, statistical, and computer models for the valuation and risk measurement of financial transactions, securities, and portfolios.
• Serve as a mid-level contributor with advanced expertise in quantitative finance and analytics.
• Work independently and in collaboration with originators, marketers, traders, compliance, and operations to support various facets of the GTS business and life cycle stages of their transactions.
• Author reports and documentation about analytical models for both internal and external constituents.
• Operate and maintain daily SBSD portfolio and Total Return Swap (TRS) pricing.
• Onboard new financial transactions including bonds, bank loans, equities, and TRS.
• Run monthly asset valuations and Current Expected Credit Loss (CECL) for GAAP reporting.

Preferred Qualifications

• Experience with Excel, Bloomberg, and with programming languages such as Visual Basic, SQL, Python, and/or C/C++.
• Competency in calculus, linear algebra, probability theory, statistics, regression analysis, economics, financial theory, numerical methods, and computer algorithms.
• Effective writing skills and the ability to communicate complex financial, mathematical, statistical, and technology concepts in lay terms.
• Able to work independently and with little guidance from the main group.
• Comfortable being the expert on a project team with members having diverse skill sets and experiences.
• Ability to set and commit to timelines, deliverables, and be accountable for work product.
• The ability to quickly learn and develop business processes especially those involving trading, portfolio management, and financial operations.

Basic Qualifications

• Bachelor’s degree in an analytical discipline such as computer science, economics, finance, mathematics, or statistics.
• Candidates must also possess a minimum of 5 years of relevant work experience.
• Knowledge of capital markets, securities, bond math, derivatives, finance, and/or financial accounting required

Salary

• Annual base salary between $150,000 and $200,000.

The base salary range represents the low and high end of the anticipated base salary range for this position. Actual base salaries may vary depending on factors such as location and experience. The range listed reflects base salary only, and the total compensation package may include other components such as incentive compensation.

About Us:
Guggenheim Partners is a diversified financial services firm that delivers value to its clients through two primary businesses: Guggenheim Investments, a premier global asset manager and investment advisor, and Guggenheim Securities, a leading investment banking and capital markets business. Guggenheim’s professionals are based in offices around the world, and our commitment is to deliver long-term results with excellence and integrity while advancing the strategic interests of our clients.
Guggenheim is an equal opportunity employer and all qualified applicants will receive consideration for employment without regard to race, color, religion, gender, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Learn more at GuggenheimPartners.com, and follow us on LinkedIn and Twitter @GuggenheimPtnrs."