Strategist, CIO Office (FICC)
Мэтч & Сопровод
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Описание вакансии
TL;DR
Strategist, CIO Office (FICC): Building quantitative analytics and AI-driven tooling to support capital allocation and risk decisions across FICC asset classes with an accent on rates, FX, credit, and commodities. Focus on designing quantitative screens, developing backtest frameworks, and implementing LLM-based decision tools for senior investment leadership.
Location: New York, New York, United States
Salary: $175,000 – $225,000 (base pay)
Company
is a global multi-manager hedge fund leveraging proprietary technology and risk analytics to invest across Quant, Tactical, Fundamental Equity, and Discretionary Macro & Fixed Income strategies.
What you will do
- Design and build quantitative tooling and screens to analyze FICC positioning across the firm.
- Develop backtests and signal frameworks for rates, FX, derivatives, and commodities strategies.
- Implement AI-driven decision tooling using LLMs for senior investment leadership.
- Build automated risk-monitoring systems covering DV01, volatility, basis, and FX/commodity exposure.
- Provide ad-hoc analytical support for capital and fund management operational initiatives.
Requirements
- Background in quantitative research or portfolio analytics specifically focused on FICC asset classes.
- Working knowledge of rates curves, vol surfaces, and derivatives pricing.
- Strong proficiency in Python and SQL.
- Hands-on experience applying LLMs and modern AI tooling to analytical problems.
- Ability to work US market hours.
- Full professional fluency in English.
Culture & Benefits
- Collaborative and teamwork-oriented environment that empowers employees to innovate.
- Commitment to professional growth through learning and educational offerings.
- Competitive benefits package including performance bonuses.
- Culture of inclusion with internal networks and external partnerships.
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