Executive Director, Fixed Income Quantitative Research
On-siteNewark, New Jersey, United States
Job Summary
Oversee research and development of portfolio construction and risk management models within the Quantitative Modeling and Strategies Group. Engage with desk heads and portfolio managers to define business requirements, then provide thought leadership in fixed income asset management. Create analytical solutions for portfolio construction, systematic strategies, and stochastic modeling while developing expertise in fixed income pricing and curve fitting. Lead a diverse team to build upon existing quantitative research capabilities and infrastructure, maintaining strong relationships with traders and colleagues in risk management. Communicate complex concepts clearly to support investment decision-making across interest rate products, futures, FX derivatives, and corporate bonds.
Required Qualifications
- 10+ years of experience in fixed income quantitative research
- An advanced degree (PhD preferred) in a quantitative field (e.g., science, mathematics, finance, or engineering)
- Ability to think both strategically and tactically while proactively managing a diverse team
- An entrepreneurial spirit with a hands-on management style, capable of building upon existing quantitative research capabilities and infrastructure
- Ability to work closely with desk heads and portfolio managers, building strong relationships while maintaining intellectual independence
- Proven experience leading the design of analytical solutions in a fixed income asset management environment
- Ability to communicate complex concepts clearly, concisely, and logically
- Familiarity with technology, data, and programming, and their impact on modelling approaches
- Significant experience in portfolio construction models and/or systematic strategies, as well as risk management modelling in a fixed income context
- Experience with at least three relevant asset classes, including but not limited to: interest rate products, futures, FX derivatives, investment grade (IG) and high yield (HY) corporates, CDX, TRS, MBS, CLOs, CMBS, ABS, and private credit
- Experience in at least three relevant business areas, including but not limited to: stochastic modelling, statistical and data analysis, investment risk management, return and attribution modelling, asset allocation, portfolio construction, systematic strategies research, and investment/risk technology
- Comfortable engaging with clients as a thought leader in global public and private fixed income investing
Desired Qualifications
- buy-side preferred
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