Quantitative Fixed Income Research
Sophisticated Fixed Income Investment Modeling
The Quantitative Fixed Income Research Group develops cutting-edge analytical models to help gauge valuation and quantify risk in credit and interest rate sensitive instruments, and in portfolios. This important complement to our fundamental research includes:
- Valuation models to analyze derivatives, structured securities, rating trends, currencies and supply/liquidity
- A proprietary global risk model that quantifies the risks of investment strategies and analyzes aggregate portfolio risks
- A collection of quantitative country rotation models used to identify relative value opportunities across a variety of sovereign securities
- Asset/liability and other modeling and portfolio analyses
The Quantitative Fixed Income Research Group is also responsible for our rigorous fixed income risk management platform. This crucial process helps ensure that our clients' portfolios are managed consistent with their risk and return objectives.
Features:
Hear from our investors
Michael
Fixed Income Credit Analyst
Day in the Life
Tieu-Bich
Fixed Income Credit Analyst
Fixed Income Investment Approaches