Strategist, CIO Office (FICC)

TL;DR

Strategist, CIO Office (FICC): Build quantitative analytics, screens, and AI-driven tooling to support capital allocation and risk decisions across fixed income, currency, commodities, and derivatives with an accent on rates, FX, credit, and derivatives strategies. Focus on designing backtests, signal frameworks, automated risk-monitoring, and decision support for senior investment leadership.

Location: New York, New York, United States. Ability to work US market hours required.

Salary: $175,000–$225,000 base pay. Eligible for performance bonus and benefits.

Company

Global multi-manager hedge fund investing across quant, tactical, fundamental equity, and discretionary macro & fixed income strategies using proprietary technology and risk analytics.

What you will do

• Design quantitative screens and analytics for FICC positioning.
• Build backtests and signal frameworks for rates, FX, derivatives, and commodities.
• Develop AI-driven decision tooling for senior investment leadership.
• Implement automated risk-monitoring including DV01, vol, basis, FX/commodity exposure, and tail-hedge coverage.
• Provide ad-hoc analytical support and execute capital and fund management initiatives.
• Partner with senior leadership, risk, business analytics, and strats community on enterprise initiatives.

Requirements

• Full professional fluency in English with excellent communication skills.
• Ability to work US market hours.
• Background in quantitative research, strategist, or portfolio analytics focused on FICC asset classes.
• Working knowledge of rates curves, vol surfaces, derivatives pricing, and/or commodities markets.
• Strong Python and SQL skills.
• Hands-on experience applying LLMs and modern AI tooling to analytical problems.
• Familiarity with Bloomberg or comparable market-data systems.
• Strong ownership, self-starter comfortable with ambiguity and tactical redeployment.

Culture & Benefits

• Teamwork-oriented, collaborative culture encouraging ideas at all levels.
• Investment in learning, educational offerings, and opportunities to innovate.
• Internal networks, external partnerships, and service initiatives for inclusion and purpose.
• Competitive benefits package.