Senior Quantitative Researcher (Fixed Income)

Location: Atlanta, Georgia, United States. Hybrid workplace model requiring at least four full days per week in an hirify.global office.

Company

hirify.global is a global investment management firm providing investment strategies and vehicles across worldwide markets.

What you will do

• Conduct empirical research on fixed income markets, macroeconomic drivers, relative value, and cross-asset relationships.
• Build tactical and strategic sector and asset-allocation models across credit, rates, securitized products, and emerging markets.
• Design portfolio-construction and optimization frameworks incorporating transaction costs, liquidity, turnover, concentration, and other investment constraints.
• Develop risk, scenario-analysis, and performance-attribution tools covering return drivers, factor exposures, and tracking error.
• Build shared research tools, reusable analytical libraries, and data pipelines using production-quality code, testing, documentation, version control, and peer review.
• Lead research projects, support new fixed income strategies, contribute to client-facing materials, and mentor junior colleagues.

Requirements

• Seven or more years of quantitative research experience in fixed income or multi-asset investing at an asset manager, hedge fund, bank, insurance company, pension fund, or index provider.
• Master’s degree or PhD in statistics, financial engineering, economics, operations research, mathematics, physics, computer science, or another relevant quantitative discipline.
• Advanced Python skills with pandas or Polars, NumPy, SciPy, and statsmodels, plus strong SQL skills and working knowledge of Git.
• Practical experience with factor models, time-series econometrics, portfolio optimization, and empirical investment research.
• Strong knowledge of fixed income instruments and risk, including duration, yield curves, credit spreads, credit quality, liquidity, and benchmark-relative risk.
• Experience taking quantitative research from hypothesis development and testing through implementation in a live investment or production environment.
• Ability to independently solve complex research problems, evaluate alternatives, exercise sound judgment, and clearly communicate recommendations.
• Ability to explain quantitative concepts to non-quantitative investment professionals, build consensus, and collaborate across fundamental, quantitative, and technical teams.

Nice to have

• Experience supporting fundamental fixed income portfolio managers or conducting multi-sector allocation research, including macro-conditioned models, risk budgeting, or long-horizon return forecasting.
• Systematic credit or rates experience involving bond-level factor signals, TRACE data, index-constituent data, liquidity analysis, or transaction-cost modeling.
• Experience with Aladdin, Bloomberg PORT, BarraOne, Axioma, Bloomberg, or ICE fixed income data.
• Experience applying machine-learning techniques with disciplined validation and economic interpretation in noisy financial datasets.
• Familiarity with cloud data platforms, scalable quantitative research environments, and AI-assisted development and research tools.
• CFA designation or progress toward the designation.

Culture & Benefits

• Full-time employee position with a hybrid workplace model and at least four office days per week.
• Flexible paid time off, health and wellbeing benefits, and parental leave benefits.
• 401(k) matching of 100% up to the first 6%, with a discretionary supplemental contribution.
• Employee stock purchase plan and a collaborative environment spanning portfolio managers, economists, traders, analysts, and quantitative engineers.
• Equal opportunity employment practices compliant with applicable U.S. state and federal laws.