GBM Public - FICC Quantitative Researcher, Alpha monetization, VP, New York

About the role

Lead quantitative trading research and connect research with the live trading book, improving the monetization of systematic signals through position sizing, risk decomposition, and portfolio construction. Develop quantitative models and risk frameworks across FICC asset classes, and contribute to research infrastructure, modeling frameworks, and signal analytics. Candidates should have 2–10 years of buy-side quantitative research experience and a proven record of monetizing alpha through portfolio construction, optimization, execution, and risk modeling. A strong academic record in a quantitative field, Python and/or Java programming skills, knowledge of systematic investment processes, and effective communication and self-management skills are required.