Description
The role develops medium-term alpha-generation models across asset classes, builds a scalable fixed-income total-return strategy codebase, and creates end-to-end infrastructure for data gathering, cleaning, signal generation, and portfolio implementation. It also involves advanced volatility forecasting and may expand to other multi-asset investments. The position requires a quantitative background, preferably in econometrics or stochastic calculus, along with knowledge of quantitative financial research, Factset, Bloomberg, and related tools.
