Quantitative Research Analyst, L&G - Asset Management, America

Company Description

L&G's Asset Management business is a major investor across public and private markets worldwide, with $1.533 trillion in AUM.* Our clients include individual savers, pension scheme members and global institutions, who invest alongside L&G’s own balance sheet.

Our ambition is to be a leading global investor, innovating to solve complex challenges for our clients using the power of L&G. This is rooted in our investment philosophy and processes, which are focused on creating value over the long term.

We believe that incorporating financially material sustainability criteria, when relevant to our clients, can generate value and drive positive change.

Job Description

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
  
  

Qualifications

• 5-10 years of relevant experience
• Broad knowledge of financial markets, trading, portfolio construction and risk management and relevant regulations
• Bachelors degree required, related advanced degree and/or CFA a plus
• Actuarial experience a plus
• Strong quantitative modeling skills with extensive understanding and knowledge of a wide range of tools including Python, MATLab, VBA, Git, C#, SQL and Domino Data Lab
• Excellent oral and written communication skills, with the ability to communicate complex and technical matters to clients, as well as internal and external partners
• Capable of completing tasks independently
• Managing stakeholder relationships
• Taking ownership of supporting existing processes
  
  

Additional Information

$100,000 - $140,000

The starting salary offer will vary based on multiple factors, including but not limited to the applicant’s education, job-related experience, skills, and abilities, geographic location, and market factors. This position is also eligible to participate in the company’s annual discretionary bonus plan. Full time employees may be eligible for health insurance with an optional HSA, short term disability, long term disability, dental insurance, vision care, life insurance, Healthcare, Dependent and Limited Care Flexible Spending Accounts, 401K, vacation, sick time, an employee assistance program, and commuter and transit programs. Additional voluntary programs include: supplemental health benefits including accidental injury, critical illness and hospital indemnity insurance and pet insurance.

EOE Statement

As an EOE employer, L&G Asset Management, America will extend equal opportunity to all employees and applicants for employment without regard to race, color, religion, gender, sexual orientation, gender identity, ancestry, national origin, age, disability, medical condition, genetic information, marital status, pregnancy, military status, and/or any other characteristic protected under applicable federal, state or local laws governing non-discrimination in employment. (2025)