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Financial Engineer

Company: Western Asset Management
Location: Pasadena
Posted on: September 20, 2022

Job Description:

Job Description

Your skills will shape our future

Western Asset Management's proprietary Front Office Systems drive the firm's over $400B of client investment portfolios. Nearly every aspect of our global fixed-income investment management process is touched by our portfolio management applications which put your quantitative engineering skills at center stage of our firm. Expanding the capabilities of our portfolio optimization and portfolio management tools provide a great opportunity to significantly learn, grow, and contribute to your career and Western's success.

As a front office quantitative engineer, you will be responsible for leading the quantitative development of our portfolio optimization and automated rebalancing tools for our Investment Management team. You will work with portfolio managers, analysts, product owners, and other engineers to deliver advanced portfolio optimization capabilities that will improve our portfolio management process.

What you will do

* Understand and apply optimization to Western's portfolio management process
* Advance, develop, and support our portfolio optimization tools
* Work with product owners, analysts, portfolio managers, and engineers to deliver quality product
* Play a lead role in proposing and implementing advanced quantitative and functional features
* Engineer and support high quality product in line with firm expectations and standards
* Conduct additional quantitative modeling, analysis, and development as required
* Effectively collaborate and communicate across all relevant teams

What you will bring

* Masters in Financial Engineering degree or equivalent
* Strong knowledge of optimization, portfolio management, fixed income, and derivative products
* Strong programming skills (e.g. Python, C++, Julia, CPLEX, MATLAB)
* Strong knowledge of SQL and Excel
* Strong communication skills
* Highly driven, curious, creative, team-player with independent critical-thinking skills

About Western Asset

At Western Asset we're saying hello to the future. Committed to being the leading fixed-income investment management firm in the world, we're investing in new technologies, methodologies and markets. We're also investing in our people. Our business is guided by a belief in doing the right thing: that if we treat our clients and colleagues with fairness and respect, success will follow. We're building on our reputation and resources with an entrepreneurial approach that drives innovation. Every day is an opportunity for us to get better by making the most of the possibilities that our people and ideas can bring.

Keywords: Western Asset Management, Pasadena , Financial Engineer, Accounting, Auditing , Pasadena, California

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