The Quantitative Research Analyst – Mortgage Specialist will be a member of the Quantitative Solutions Group focused on supporting the Chicago-based US Fixed Income Team in its management of all MBS investments. The successful candidate will help expand the firm’s mortgage investing infrastructure and conduct analysis to support investment decisions.
- Develop and maintain relationships with key stakeholders across LGIM’s global investment and distribution business
- Partner with the IT, data and engineering teams to deliver solutions for the investment side of the organization
- Design and implement tools to directly support the LGIM America’s investment desks
- Build tools for supporting the analysis of MBS valuations, speeds, and technicals
- Conduct analysis on prepayments, mortgage market technicals, and valuations
- Stay abreast of market developments that influence mortgage valuations
- Assist in formulating relative value assessments