VP, FICC Quantitative Researcher, Alpha monetization

What you'll do

• Bridge the gap between quantitative research and the live trading book.
• Improve the monetization of systematic trading signals.
• Translate raw predictive alpha into PnL through optimal position sizing and risk decomposition.
• Implement frameworks to manage risk centrally and build optimal portfolios across FICC asset classes.
• Use neural networks, machine learning, and factor models to build models for systematic alpha strategies.
• Drive real-time trading and risk management decisions using advanced statistical analysis.
• Develop and expand research infrastructure, quantitative modeling frameworks, and signal analytics engines.

What we're looking for

• 2–10 years of quantitative research experience across the buy-side, including hedge funds, prop shops, and systematic asset managers.
• Proven track record of monetizing alpha signals via portfolio construction, advanced optimization, execution, and risk modeling.
• Thorough knowledge of quantitative investment processes and the underlying factors driving systematic strategy returns.
• Excellent academic record in a relevant quantitative field such as physics, mathematics, statistics, engineering, or computer science.
• Strong programming skills in Python for research and signal generation and/or Java for execution systems.
• Self-starter with strong self-management skills and the ability to manage multiple priorities in a fast-paced environment.
• Excellent written and verbal communication skills to articulate complex quantitative concepts to technical and non-technical audiences.