Based in Hartford, CT, Hartford Investment Management Company (HIMCO) is looking for a Research Analyst to join its Quantitative Investment Research (QIR) group. The position reports to the Head of Quantitative Investment Research and will assist the group in the evaluation and implementation of quantitative models, techniques, and strategies designed to enhance all aspects of the investment process. As the company is principally a fixed income asset management firm, the successful candidate will work primarily in one or more of the following areas:

• The construction of credit scoring / screening / relative value tools to assist credit analysts and portfolio managers in identifying attractive candidates to be bought, sold, or shorted in the pursuit of alpha generation
• The evaluation of financial time series and technical indicators to support the construction of predictive models for key economic variables
• The construction of customized models to support the valuation of exotic derivatives embedded in the asset portfolios and/or in the liabilities sold by The Hartford's affiliated insurance companies
• The construction of volatility surfaces in equities and/or equity indices, F/X, and credit
• Additional quantitative analysis pertaining to the overall ALM and risk management associated with backing the liabilities of our affiliated insurance accounts, totaling more than $80 billion AUM.
• Duties will require interaction with front office, risk management, and IT

Desired Qualifications:

• Educated to the PhD level in a quantitative discipline (applied math, statistics, quantitative finance, physics, engineering, operations research, etc). Truly exceptional M.S. candidates will also be considered.
• A minimum of 2 years experience in a quant strategy position in financial services is preferred.
• Familiarity with the fundamental tools of mathematical finance, including stochastic calculus and Monte Carlo simulation, is required
• Knowledge of optimization techniques is a plus
• Proficiency in computer programming (VB.NET, C, C++, MATLAB, VBA, Java) is required.
• Strong work ethic, and the ability work independently.
• Experience in derivatives modeling a strong plus.

To apply:

Qualified candidates, please email resume in Word or PDF format to maura.burton@himco.com

Hartford Investment Management Company (HIMCO) is a team of investment professionals entrusted with over $139 billion in assets under management.  These assets are managed on behalf of institutions, sub-advised mutual funds, non-affiliated insurance companies and also on behalf of the Hartford Financial Services Group's affiliated general accounts.  The investment disciplines are fixed income and equity and include:  core, core plus, high yield, intermediate and long duration, TIPS, index and quantitative equity. The client base is spread out among all plan sponsor types:  public, corporate and endowment/foundation. 

As part of one of the oldest financial services companies in the United States, HIMCO has developed a strong results-oriented culture based on delivering superior investment solutions to our clients.  We thrive on our ability to harness the insights and experience we have garnered over several decades to help our clients face the challenges of today's financial markets. While experience is an important contributor to our success in investment management, we also realize the importance of innovation and evolving markets. Accordingly, we have created a structure and culture for our firm that we believe positions our clients to benefit from tomorrow's opportunities and challenges.