Global Banking & Markets, FICC Quantitative Researcher, Alpha monetization, VP, London
Core
VP-level quantitative researcher bridging research and live trading books to monetize systematic alpha signals in FICC markets.
Role type
VP quantitative researcher (FICC)
Builds
systematic trading signals and optimal portfolios for Fixed Income, Currencies, and Commodities
Domain
Financial services / Quantitative trading
Deliverable
production ML models
Required skills
advanced machine learning, generative AI, neural networks, factor models, portfolio construction, risk decomposition, dynamic covariance estimation, Python, Java
Preferred skills
experience across buy-side (hedge funds, prop shops, systematic asset managers)
Technologies
Python, Java, neural networks, generative AI, factor models
Responsibilities
Translate raw predictive alpha into PnL through optimal position sizing and risk decomposition; implement frameworks to manage risk centrally and build optimal portfolios; use advanced statistical analysis to build models for real-time trading and risk management decisions; collaborate on strategic development of research infrastructure and signal analytics engines.
Seniority
VP, hands-on IC with strategic development responsibilities