We are seeking a Quantitative Investment Analyst focusing on developing proprietary econometric forecasting models of financial and macroeconomic variables as part of the Vanguard Capital Markets Model.
Team & Opportunity
The Investment Strategy Group (ISG) is a global team serving as Vanguard's in-house think tank, with experts based in North America, Europe, and the Asia-Pacific region. The team produces industry-leading research to shape perspectives, develop Vanguard's investment methodology, and inform investment decisions.
Within ISG, the Capital Markets research team designs models for asset return forecasts and conducts quantitative market strategy research. We seek a Quantitative Investment Analyst to develop econometric forecasting models that support our investment outlook and strategic asset allocation. You will collaborate with colleagues globally on projects using time series econometrics and produce insights to communicate our market outlook.
Vanguard is committed to diversity and inclusion. This role is based in London, UK.
Key Responsibilities
* Conduct quantitative research and develop time series models focusing on macroeconomic and financial drivers of asset returns.
* Analyze market events, create visualizations, and communicate research through various channels.
* Support internal stakeholders and clients with research requests.
* Participate in discussions on investment issues and research projects, and suggest methodology improvements.
* Stay updated with academic and practitioner literature.
Qualifications
* Postgraduate degree in economics, finance, or a relevant quantitative field, or at least two years of research-related work experience.
* Proficiency in statistical software such as Python, Matlab, or R.
* Interest in macroeconomics and finance.
* Strong data analysis skills, trend identification, and change assessment.
* Ability to work independently and collaboratively across teams.
* Excellent writing skills and ability to explain complex concepts simply.
* Capability to produce high-quality analysis under tight deadlines, with good time management skills.
Background
Our team designs models for asset return forecasts, shaping Vanguard's outlook and asset allocation strategies. Vanguard, founded in 1975, is dedicated to low-cost, uncomplicated investing, serving over 30 million investors worldwide.
Inclusion & Work Environment
Vanguard values diversity and inclusion, guided by the principle to 'Do the right thing.' We foster a hybrid working model to balance flexibility with in-person collaboration, supporting long-term client outcomes and enriching the employee experience.
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