Job Description
We are seeking an Applied Quant Strategist to join the Chief Investment Office team, focused on the firm’s Fixed Income, Currency & Commodities (FICC) footprint — covering rates, FX, credit, commodities, and derivatives across the platform. You will work directly with senior investment leadership to build the analytics, screens, and AI‑driven tooling that support capital allocation and risk decisions across the firm.
What you’ll do
- Quantitative screens and analytics across the firm’s FICC positioning
- Backtests and signal frameworks for rates, FX, derivatives, and commodities strategies
- AI‑driven decision tooling for senior investment leadership
- Automated risk‑monitoring (DV01, vol, basis, FX/commodity exposure, tail‑hedge coverage)
- Ad‑hoc analytical support for senior investment leadership
- Establishing and executing on recurring capital and fund management operational initiatives