Quantitative Fixed Income Researcher

Position SummaryTCW Quantitative Research Team develops models, algorithms, and tools used to drive and support systematic and fundamental investment strategies. The team supports investment teams and traders across all asset classes to integrate data-driven insights and quantitative techniques into the investment process. The Quantitative Fixed Income Researcher role is highly collaborative, working closely with senior quantitative researchers, the head of quantitative research to design, test, and implement models and investment strategies. By analyzing a diverse range of financial and economic data, the researcher leverages statistical, machine learning, and econometric techniques to enhance our investment process. The role partners closely with fixed‑income investment teams to support investment thesis development and enhance alpha generation, while clearly communicating research findings to a wide range of stakeholders and staying current on relevant academic literature and market developments. Essential DutiesLead quantitative research on fixed‑income products in private and public markets. Thought partner to PMs and integrate research outputs into investment process Enhance fixed-income aspects of TCW’s multi-asset, multi-factor framework. Own research streams end‑to‑end (idea back tests production monitoring). Review, challenge, and improve model assumptions, data quality, and robustness. Set research priorities jointly with the head of quantitative research. Contribute to research standards, documentation, and best practices. Mentor and review work of junior quants. Communicate complex quantitative results clearly to PMs, traders, risk, and leadership. Required QualificationsDeep experience in fixed income markets and instruments, both public and private. Advanced training in Mathematics, Statistics, Physics, Computer Science, Econometrics, Finance, or another highly quantitative field. MSc or equivalent. Minimum 5 years of work experience with fixed-income products with strong emphasis on quantitative methods. Experience with factor models and portfolio optimization techniques in fixed income. Extensive experience in coding in Python. Professional Skills QualificationsExperience within a quantitative hedge fund or asset manager highly desired; equivalently, sell-side fixed-income research with published research pieces. Experience in modern version‑controlled research environments, i.e. git and docker. Familiarity with agentic coding (e.g. Claude Code or similar). Strong knowledge of probability and statistical techniques (e.g. time-series, cross-sectional and panel regressions, CART models, ensemble learning, dynamic factor models, Monte Carlo methods, Copula models, GARCH/stochastic volatility models) Desired QualificationsExperience with private credit and securitized products would be a strong plus. Expertise in the application of factor investing in fixed income would be a plus.Estimated Compensation:Base Salary: For CA based position, the base salary range is $150k to $175k. This is an anticipated range only. Other Compensation and Benefits: In addition to base salary, employees are eligible for a discretionary bonus and a comprehensive benefits package designed to support you and your family, invest in your health and wellbeing, and help build long-term financial security. Benefits include medical, dental, and vision coverage, retirement benefits, and paid time off. These benefits reflect our commitment to supporting the health, wellbeing, and long-term financial security of our employees and their families.#LI-SW1 #LI-HybridJob SummaryJob ID: 2026-2247Category: Portfolio Investment RiskDepartment: Inv Risk & Quant ResearchType: Regular Full-Time