Gifford Fong Associates' employees are the key to our company's forty plus years of success. Gifford Fong Associates is dedicated to establishing a diversified culture in which employees can develop their full potential and contribute to the company's overall success in developing cutting edge investment technologies from multi-disciplinary scientific community and high levels of experience of our employees. Gifford Fong Associates is seeking highly motivated, energetic staff members who want to make a difference working with an experienced management team while displaying a strong work ethic, and entrepreneurial spirit.
The company provides employees with a comprehensive and competitive benefits package that includes medical, dental, vision and life insurance as well as a flexible spending account for either health care and/or dependent care and a 401 (K) retirement plan with matched contribution from the company.
GFA is certified as a Minority Business Enterprise with the Western Regional Minority Supplier Development Council / NMSDC.
• Apply quantitative fixed income or equity portfolio analysis methodology for large financial institutions engaged in lending, investing, borrowing, or managing risk
• Investigate methods for financial analysis to create mathematical models used to develop improved analytical tools or advanced financial investment instruments
• Provide functional and technical support to clients
• Monitor, manage and update databases and documentation. Organize documentation processes and issues
• Develop Excel based financial models to prepare monthly investment portfolio attribution and performance analysis report; organize investment committee presentation materials
• Use SQL Server to manage data in a relational database that consists of company financial metrics
• Conduct financial data analysis and research to assess the risk of potential investments and recommend changes to existing portfolios
• Prepare periodical data reports to provide management accurate and timely information to support decision making and to optimize business strategies and portfolio performance
• Strong analytical and quantitative knowledge in finance, including fixed income securities, stock market, investment portfolio management
• Knowledge of factor-based asset allocation, portfolio optimization and construction, portfolio performance attribution and risk analysis
• Technical proficiency with MS Excel modeling, statistics, Bloomberg, VBA, R, and Matlab related to financial modeling activities
• Knowledge of data gathering, cleaning, analyzing, and reporting
• Knowledge of SQL Server database management and investment industry data platforms updates
• Good analytical skills and persistence in analytical and problem solving
• Strong communication, writing, and interpersonal skills.
• The ability to manage multiple priorities, working under pressure to meet deadlines in a fast-paced and changing environment
• Self-motivated with the ability to work independently, but ability to work well within a small team environment.
BS or Master's Degree, Graduate degree with an emphasis in Finance, Economics, Accounting, Statistic or related field.
• Develop system models for fixed-income and derivatives
• Design, develop system package for risk management support and financial analysis
• Develop interactive financial analysis modeling systems to solve problems and process data
• Support a variety of engineering tasks related to company’s software product development work and also assist users having problems with use of system software.
• Estimate probability distributions, volatilities and correlations
• Build strategy forecasting models and enhance optimization and asset allocation models on portfolio management
• Analyze equity, debt, and commodities financial market data and history using time series analysis, Monte Carlo Simulation, multivariate statistics, and other quantitative techniques
• Review productivity reports and problem records to evaluate performance of software.
• Must have solid Communication and Writing Skills
• Good analytical skills and persistence with analytical and problem solving
• Must possess excellent organizational skills, attention to detail, ability to work independently and well as part of the team, multitask and prioritize work
• Demonstrated initiative, enthusiasm to learn, excel and be a part of a dynamic team
• Experience in using financial technology, application of quantitative methods, or database administration
• Experience in fixed-income structured products, and exotic derivatives valuation
• Experience in working with large/complex data sets
• Involvement in implementing capital structure management and strategies
• Strong working knowledge with statistics, MS Office, and SQL Server
• HTML, ASP and Website design experience is a plus
Master's Degree in Financial Engineering, Graduate degree with an emphasis in Finance, Economics, Accounting