At Barings, we are as invested in our associates as we are in our clients. We recognize those who work diligently for us and reward them for personal and professional integrity, communication skills, distinct competencies and expertise in specific strategies, ability to collaborate as a team member and true dedication to the interests of our clients.

We thank you for your interest in joining the Barings team, and invite you to explore our current employment opportunities.

Job Title

Title: Capital Markets & Advanced Analytics Analyst, Associate Director / Director

Department: Global Structured Finance, Private Assets

Location: Charlotte, NC

Barings is a $351 billion* global investment manager sourcing differentiated opportunities and building

long-term portfolios across public and private fixed income, real estate, and specialist equity markets. With investment professionals based in North America, Europe and Asia Pacific, the firm, a subsidiary of MassMutual, aims to serve its clients, communities, and employees, and is committed to sustainable practices and responsible investment. Learn more, at www.barings.com.

1as of June 30, 2023

Job Summary

The Senior Quantitative Analyst will play an important role in several areas. Aligned with portfolio management and primarily responsible for pricing and model implementation to provide insight into market behavior of securities, loans, derivatives, securities, and other complex financial instruments; develop mathematical models and implement analytics that assist in monitoring, analyzing, and managing risk; responsible for development and maintenance of infrastructure for pricing and risk management of hedges and investment positions. The position will reside in our Charlotte, NC office.

Primary Responsibilities

• Develop and maintain modeling tools to assist in pricing and hedging, including interest rate models and other cash-flow based pricing models
• Develop advanced analytics, models, hedging framework and be the primary stakeholder for the associated data
• Perform risk management (including leverage lines) and reporting responsibilities including pricing, hedging and surveillance of new origination and existing portfolio holdings inclusive of levered positions
• Manage rate sheets/pricing, pipeline, and associated analytics such as pull-thru estimates, hedging and expected return analytics
• Actively monitor secondary markets to effectively price primary origination in real-time, and communicate recent capital markets levels and trends to the management
• Communicate/negotiate updated pricing with transaction/program counterparties
• Ongoing monitoring of model outputs (i.e. prepayment, default, loss, OAS, effective duration, effective convexity), if applicable, make/recommend necessary changes in positioning
• Collaborate with other members of the investment team to achieve company objectives

Qualifications

• Bachelor’s Degree required; advanced degree and/or CFA preferred
• Minimum 5 years of experience in trading, structuring and capital markets experience, with RMBS and/or ABS valuation and whole loan transaction experience preferred
• Working knowledge of derivatives (particularly interest rate derivatives such as swaps, futures, swaptions, and caps/floors)
• Collateral modeling experience with loans and leases in the context of loan portfolio management and/or structured finance/securitization
• Must have substantial experience in cash-flow modeling and assessing projective modeling performance (i.e. prepayment, credit)
• Experience with Intex, Bloomberg, working knowledge in Python or R programming languages and databases preferred
• Excellent attention to detail, and work ethic
• Strong written and oral communication skills
• Effective communication skills across multiple levels of a diverse organization

Barings is an Equal Employment Opportunity employer; Minority/Female/Age/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply.

Barings offers a comprehensive benefits package including:

CORE BENEFITS & WELLNESS

• Medical (including Virtual Care), Prescription, Dental, and Vision Coverage
• Fitness Center Reimbursement Program (Including Online Memberships)
• Employee Assistance Program (EAP)
• Fertility Benefits

FINANCIAL WELL-BEING

• 401(k) Plan w/Company Match
• Pension Plan
• Health Savings Account (HSA) with Company Contributions
• Flexible Spending Accounts (FSA) - Health Care & Dependent Care
• Retirement Health Reimbursement Account

LIFE INSURANCE

• Basic and Supplemental Life Insurance
• Spouse and Child Life Insurance

TIME OFF, DISABILITY AND LEAVE OF ABSENCE

• Paid Vacation, Sick Days and Annual Holidays
• Paid Leave of Absences (Maternity Leave, Parental Leave, Caregiver Leave, Bereavement Time)
• Short and Long Term Disability Plans
• Paid Volunteer Time

OTHER BENEFITS

• Education Assistance Program
• Charitable Matching Gifts Program
• Commuter Reimbursement Program
• Adoption and Surrogacy Reimbursement Program