VP/SVP, Lead Quantitative Strategist, Global Macro
Job Function: Fixed Income & Multi-Asset
Job Type: Permanent
Req ID: 15887
Fixed Income Multi-Asset, Global Macro - Macro Research & Strategy
You will help to manage and take risks in a broad array of asset classes, including global interest rate, inflation, currency, equity, credit, commodity, and volatility. Collectively, we identify and invest in long-term, secular themes which are expected to play out over the medium term; and flexibly adjust portfolio exposures to respond to shorter-term cyclical forces as well. Global Macro is responsible for portfolio management, while Macro Research & Strategy focuses on macro research.
 
Investment Insights Group
The Investment Insights Group (IIG) comprises a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance. While quantitative researchers reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects.
 
What impact can you make in this role?
We are seeking a Senior Quantitative Strategist to lead and mentor a team of Quantitative Strategists, applying advanced quantitative and data science techniques to enhance the global macro team’s investment process. The successful candidate will leverage alternative data, screen investment opportunities, conduct FVT analysis, and perform nowcasting/forecasting for actionable insights. Additionally, they will be responsible for effective portfolio construction and risk allocation using quantitative methods and determining the best expression of financial instruments to optimize investment strategies.
 
What will you do as a Lead Quantitative Strategist?
• Validate investment hypothesis and co-develop opportunistic investment strategies
• Quantify potential portfolio risks and provide portfolio construction-related recommendations
• Monitor asset movements, identify market trends, and provide insights
• Mentor junior quantitative strategists in systematic/quant strategy development
What qualifications or skills should you possess in this role?
• Advanced degree in fields such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics
• 8-12 years in a quantitative role within finance as a Macro Quant
• Proficiency in R or Python and SQL
• Comprehensive understanding of Macroeconomics, Fixed Income instruments, as well as a robust understanding of Options and Derivatives
• Excellent communication skills, with the ability to understand and cater to the needs of fundamental managers and analysts
• Familiarity with traditional and alternative macro datasets
 
Please get in touch with Leon Bosco regarding this opportunity.