Executive Director – Head of Fixed Income Quantitative Research & Investment Ris
Madison-Davis, LLC, WorkFromHome, NY, United States
Title: Executive Director – Head of Fixed Income Quantitative Research & Investment Risk
Office Status: Hybrid – New York City
Overview
A leading global investment platform is seeking a senior quantitative leader to head its Fixed Income Quantitative Research and Investment Risk function within the North American asset management business. This role oversees the development of advanced analytics and quantitative tools that support portfolio construction, strategy development, and investment decision-making across fixed income strategies. The position offers the opportunity to lead a specialized quant team, partner directly with portfolio managers and traders, and influence the evolution of systematic analytics within a large institutional investment platform.
Key Responsibilities
- Lead and manage a quantitative research and analytics team supporting fixed income portfolio management and investment strategy development.
- Design, develop, and maintain quantitative investment tools and analytical applications used by portfolio managers and trading teams.
- Conduct advanced quantitative research to support portfolio construction, relative value analysis, and risk mitigation strategies across fixed income markets.
- Deliver detailed analysis on portfolio performance, positioning, and risk exposures to inform investment decisions.
- Partner with portfolio managers and traders to generate investment ideas, conduct model back‑testing , and implement production‑ready analytical frameworks.
- Develop analytics to evaluate market regimes, factor exposures, and portfolio trends across global fixed income markets.
- Lead in-depth analysis on internal and external investment strategies to support investment oversight, governance, and due diligence processes .
- Oversee performance attribution, portfolio risk monitoring, and exposure analysis for institutional investment portfolios.
- Drive the use of advanced data analytics and emerging technologies , including machine learning techniques and alternative data sources, to enhance the investment process.
- Improve operational efficiency by automating recurring analytics, enhancing reporting capabilities, and building scalable quantitative infrastructure .