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