Fixed-Income Quant Researcher

Job Description

Mellon is one of BNY Mellon Investment Management’s specialists, a multi-asset investment adviser providing clients with a wide range of investment solutions.

We are seeking a seasoned fixed-income quant researcher with experience and expertise in modeling of developed and emerging markets rates, credit, and securitized assets.

Our fixed income quant research team plays a lead role in developing systematic as well as discretionary strategies in a variety of fixed income asset classes, and its work has a substantial impact on a large set of portfolios with significant and growing AUM. The incumbent will work closely with portfolio managers, strategists and sales teams.  The team is very collaborative, has a great culture of transparency, intellectual rigor, and emphasis on practical implementation of ideas.

The role is primarily focused on hands-on research, but also offers substantial leadership opportunities through mentoring of junior researchers, leading specific projects and initiatives, and collaboration with other business units. This is a great opportunity to join this research team and be part of a growing business.


  • An advanced degree in a quantitative field from a reputable institution.
  • Significant expertise and exposure to investment oriented, practical quant research in fixed income.  Knowledge of asset pricing models, option models, forecasting models, and factor models in fixed income.
  • Significant experience handling a variety of financial and economic data, with special emphasis on bond and derivatives data, financial statements data, and macroeconomic data.
  • Experience working with various portfolio construction techniques and optimizers.
  • Significant programming experience in languages such as Python, C++, Java, R, Matlab, SAS, and SQL.
  • Excellent written and verbal communication skills and management skills. Collaborative personality who can contribute to the development of the team.
  • Broad interest in financial markets and investment topics, with an appetite to keep up with the latest literature and bring new ideas to solve problems at hand.

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.

Primary Location: United States-California-San Francisco
Internal Jobcode: 80029
Job: Asset Management
Organization: Mellon With TOH ADJ-HR13428
Requisition Number: 1913463