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

About the role

Lead quantitative trading research and connect research with live-book trading, improving the monetization of systematic signals through position sizing, portfolio construction, optimization, and risk management. Develop quantitative models and trading infrastructure that generate alpha and support real-time trading and risk decisions across FICC asset classes. 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 quantitative academic background, Python and/or Java programming skills, knowledge of systematic investment processes, and effective communication and self-management skills are required.