Global Banking & Markets, FICC Quantitative Researcher, Alpha monetization, VP, London

About the role

Lead quantitative trading research and connect research outputs to live trading, improving the monetization of systematic signals through position sizing, portfolio construction, optimization, and risk management. Develop quantitative models and trading frameworks across FICC asset classes, while contributing to research infrastructure, modeling frameworks, and signal analytics. Requires 2–10 years of buy-side quantitative research experience and a demonstrated ability to monetize alpha through portfolio construction, optimization, execution, and risk modeling. Candidates should have a strong academic record in a relevant quantitative field, strong Python and/or Java programming skills, and the ability to communicate complex concepts effectively.