Quantitative Researcher
Core
Senior quantitative research partner conducting empirical research on fixed income markets, macroeconomic drivers, and relative-value opportunities to translate findings into portfolio construction, asset allocation, and risk-management applications.
Role type
Senior IC quantitative researcher (fixed income)
Builds
Tactical and strategic sector/asset-allocation models, portfolio-construction and optimization frameworks, risk/scenario-analysis tools, and production-quality research libraries/data pipelines.
Domain
Fixed income investing, macroeconomics, quantitative finance
Deliverable
production ML models
Required skills
Empirical research on fixed income markets, factor models, time-series econometrics, portfolio optimization, fixed income instruments and risk knowledge, Python (pandas, NumPy, SciPy), SQL, Git, hypothesis development and testing, production deployment
Preferred skills
Multi-sector allocation research, systematic credit/rates experience, institutional risk platforms (Aladdin, Bloomberg PORT, BarraOne, Axioma), machine learning with economic interpretation, cloud data platforms, CFA designation