Strategist, CIO Office (FICC)The RoleWe 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 doAs 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 support for senior investment leadership
- Establishing and executing on recurring capital and fund management operational initiatives
What you'll bring- Background in quantitative research, strategist, or portfolio analytics focused on FICC asset classes; sell-side strats experience welcome
- 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
- Excellent communication skills, both written and verbal, with full professional fluency in English
- Ability to work US market hours
- Strong ownership and a track record of delivering results
- Self-starter, comfortable operating with ambiguity
- Nimbleness that is conducive to continuously being redeployed tactically to the firm's highest ROI projects and requests
The base pay for this role is expected to be between $175,000 and $225,000. The expected base pay range is based on information at the time this post was generated. This role may also be eligible for other forms of compensation such as a performance bonus and a competitive benefits package. Actual compensation for the successful candidate will be determined based on a variety of factors such as skills, qualifications, and experience.
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