Strategist, CIO Office (FICC)
Strategist, CIO Office (FICC)
The Role
We are seeking an Applied Quant Strategist to join the Chief Investment Office team, focused on the firm’s Fixed Income, Currency & Commodities (FICC) footprint — covering rates, FX, credit, commodities, and derivatives across the platform. You will work directly with senior investment leadership to build the analytics, screens, and AI-driven tooling that support capital allocation and risk decisions across the firm.
What you’ll do
As an Applied Quant Strategist, you will design and build quantitative tooling that sharpens how senior leadership reads the FICC book. You will partner with senior investment leadership, risk, business analytics, and the firm-wide strats community. You will also work alongside your Equities counterpart on enterprise-level initiatives and ensure the CIO has a holistic view into portfolio risk. You will be leading efforts on:
- Quantitative screens and analytics across the firm’s FICC positioning
- Backtests and signal frameworks for rates, FX, derivatives, and commodities strategies
- AI-driven decision tooling for senior investment leadership
- Automated risk-monitoring (DV01, vol, basis, FX/commodity exposure, tail-hedge coverage)
- Ad-hoc analytical suppor
