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TCW Group
TCW Group

9 Tcw Group Research Assistant Jobs Hiring Near You

The TCW Group

Risk Lead

Los Angeles, CA · On-site

$200K - $250K/yr

Position Summary The Risk Lead will direct the TCW's Portfolio Risk Management function within the Investment Risk & Quantitative Research (IRQR) department. Reporting to the Global Head of ...

The TCW Group

Senior Software Engineer

Los Angeles, CA · On-site

$125K - $190K/yr

Position Summary Platform Engineering is part of the Architecture and Engineering team within TCW ... Critical thinking above all else - must be willing to independently identify, research, and dig ...

The TCW Group

Associate

Los Angeles, CA · On-site

$150K/yr

... Research team within the Fixed Income Group. As an Associate, you will work closely with ... This role requires candidates to work from the TCW Los Angeles office 5 days a week. Essential ...

The TCW Group

Client Services Associate

Manhattan, NY · On-site

$80K - $100K/yr

... invested in TCW's alternative investment products. This role involves a broad range of ... * Assist with all aspects of the marketing and fundraising cycle for new alternative investment ...

The TCW Group

Client Services Associate

Manhattan, NY · On-site

$80K - $100K/yr

... invested in TCW's alternative investment products. This role involves a broad range of ... * Assist with all aspects of the marketing and fundraising cycle for new alternative investment ...

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Infographic showing various Research Assistant job openings at Tcw Group in the United States as of August 2026, with employment types broken down into 100% Full Time. Highlights an 100% Physical job distribution.

Quantitative Fixed Income Researcher

The TCW Group

Los Angeles, CA • On-site

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 29 days ago

Job description

Position Summary
TCW 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 Duties
  • Lead 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 Qualifications
  • Deep 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 Qualifications
  • Experience 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 Qualifications
  • Experience 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.
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