Assist with development of a Macroeconomic module which can be utilized as a proprietary basis for our global macro expectations.
- Help formulate view of GDP growth
- Inflation
- Monetary Policy
- Fiscal Policy
- Data gathering, data organization and data visualization
Take the lead on data and quant work in developing a Relative Value framework.
- IG vs HY vs MBS vs Muni vs ABS vs Private Credit etc. The breadth of asset classes to be included will be finalized while iterating over the model
- Identify data sources and streamline process for gathering index data to be used for the relative value assessments
- Develop the framework and proof to show the strength of relative value signals to be used as an input into overall asset allocation decisions.
Support the buildout of a relative value framework at the industry level to help identify industries to overweight / underweight within the IG corporate fixed income market
- Equity market inputs
- Spread data inputs
- Rating agency inputs
- Financial reporting inputs
- Industry level factors
- Momentum
- Determine the degree of significance of each input in predictive analysis
Relative value assessments by Issuer
- Fundamental ranking of each issuer within all the major industries
- Equity Inputs
- Rating Agency Inputs
- Financial Analysis Inputs
- Momentum
- Spread data (current and historical perspective)
Prepare whitepaper on methodology for each of the modules and the foundation for data and quantitative models developed
Articulate findings and conclusions in a clear and organized manner
Flexibility in being able to pivot to new directions as needed for the business
Once models/ frameworks are finalized, these will have to be maintained and periodically updated as per the process.
Requirements
- Minimum 7 to 10 years experience.
- PHD Degree in a quantitative area preferred
- Candidate should be able to join within 60 days.
- Excellent communication skills.
- Prior team management experience is important as is being an individual contributor.
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What We Do
Arena Investors is an institutional asset manager that provides creative solutions for those seeking capital in special situations.
Arena brings decades of experience, a track record of comfort with complexity, the ability to deliver within time constraints, and the flexibility to engage in transactions that cannot be addressed by banks and other conventional financial institutions.
Arena’s mandate is global, and also unconstrained in terms of asset class and industry.
