Our Core Beta and Quantitative Solutions teams provide research-driven beta solutions designed to complement traditional active and alternative investments. More than three decades of innovation underpin our beta offerings. The Quantitative Solutions team is a pioneer in the factor investing space, launching its first alternative beta strategy in 2009. Its’ current footprint spans a range of multi-factor and single-factor strategies across geographies and parts of the market cap spectrum. The Core Beta Solutions team leverages our global platform to efficiently deliver a range of beta solutions across equities. The team has managed traditional passive strategies since 1991, with a demonstrated history of providing asset allocators efficient access to core building blocks. A robust quantitative research agenda is focused on enhancing existing strategies as well as generating new product ideas. Clients of benefit from the teams’ unique integrated approach across research, portfolio management, technology and trading. Together, these two teams offer a broad range of solutions spanning market cap-weighted, strategic and alternative beta, through exchange-traded funds (ETFs), mutual funds and separate accounts, and have extensive experience creating customized solutions for clients.

Role Summary:

Your key responsibilities include the day-to-day management and implementation of all systematic portfolios, as well as quantitative research spanning both quantitative signal generation and portfolio implementation to drive fixed income portfolio outcomes. You will be expected to contribute to, and own, the performance of the QS strategies as well as collaborate with the broader active portfolio management teams within GFICC. Additionally, you will be responsible for conducting quantitative research projects alongside your portfolio management responsibilities.

Job Responsibilities:

• Portfolio manager for systematic fixed income strategies across passive and strategic beta strategies.
• Research efficient portfolio construction methodologies and enhance the team’s existing systematic fixed income strategies and indicators.
• Be involved in the full research process: idea generation, data collection, modeling, and articulation of strategies to key stakeholders and clients across bottom-up credit.
• The position would involve programming and database related work.
• Collaborate in a team environment with researchers, portfolio managers and contribute to custom built IT platform.
• Portfolio management, monitoring and on-going evaluation of strategies run by the team.
• Working with clients on bespoke research questions around systematic investment solutions as well as articulating performance to existing client base which spans both retail and institutional

Required qualifications, capabilities and skills:

QS Team members typically have track records of outstanding professional and academic achievement. You should have:

• An advanced hard science degree (master’s level or higher preferred), with a strong interest in the capital markets.
• Minimum 3 years of experience (though 5 plus years preferred) in asset management with knowledge of industry dynamics and evolution.
• Strong quantitative and analytical skills, with experience of working with large datasets via databases and data feeds.
• Strong understanding of quantitative investing. Specific knowledge of factor investing (equities or fixed income) a plus.
• Experience in programming required. Knowledge of Python and SQL are both strongly preferred.

Preferred qualifications, capabilities and skills:

• Ability to formulate and conduct empirical studies and communicate complex ideas clearly both to internal stakeholders and external clients with limited supervision.
• Previous hands-on portfolio management / trading experience preferred.
• Work efficiently in a collaborative team environment.