AVP/Quantitative Researcher
Core
Develop and manage systematic fixed-income and credit portfolios using factor-driven strategies, portfolio optimization, and quantitative research.
Role type
Senior quantitative researcher (fixed income)
Builds
Systematic fixed-income portfolios and investment strategies
Domain
Fixed-income securities and markets
Deliverable
production ML models
Required skills
Python programming, SQL, factor discovery, factor return analysis, risk attribution, portfolio optimization, data science, machine learning
Preferred skills
Fixed-income securities knowledge, Airflow, Kubernetes
Technologies
Python, SQL, Airflow, Kubernetes
Responsibilities
Develop and evaluate systematic investment strategies through simulations and backtesting; Conduct factor discovery and risk attribution; Contribute to the abAlphaLabs Python-based research platform; Manage and enhance systematic fixed-income strategies.
Seniority
Senior, hands-on IC