VP, Systematic Portfolio Trading Quant
The Association of Technology, Management and Applied Engineering, Chandler, AZ, United States
Job Description
This role is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. It delivers quantitative analytics and systematic tooling for the credit trading desks, with a primary focus on bond portfolio optimization, systematic pricing for bonds and portfolio trades, and ETF create/redeem proposals and execution support.
Responsibilities
Build and enhance bond portfolio optimization frameworks for client and desk workflows (constraints, liquidity, risk, transaction costs), including rapid re‑optimization and scenario analysis.
Develop systematic pricing methods and trader tools that generate fast, explainable indicative ranges for bonds and portfolio trades.
Create ETF create/redeem proposals (basket construction/optimization and hedging recommendations) and support the desk through live trading, monitoring, and post‑trade diagnostics.
Research, prototype, and productionize systematic portfolio trading strategies and algorithms (automation, hedge selection, execution scheduling, and controls).
Analyze large datasets (quotes, trades, holdings, constituents, liquidity) and distill results into improvements for tools, strategies, and trading outcomes.
Produce clear technical documentation and support sound operational practices for production tooling.
Skills
Strong Python for research and production desk tooling; familiarity with a structured SDLC (testing, CI/CD, code reviews, release discipline).
Solid understanding of credit bonds and portfolio trading mechanics; comfort with optimization, risk, and transaction‑cost‑aware decisioning.
Familiarity with ETF primary workflows (create/redeem baskets) and practical hedging/execution considerations.
C++ is a nice‑to‑have for performance‑critical components, not required.
Qualifications Minimum Education Requirement: PhD or Master's degree in a related field or equivalent work experience.
Shift 1st shift (United States of America)
Hours Per Week 40
Pay Range $200,000.00 - $225,000.00 annualized salary, offers to be determined based on experience, education and skill set.
Discretionary Incentive This role is eligible to participate in the annual discretionary plan. Employees are eligible for an annual discretionary award based on overall performance and contributions.
Benefits This role is currently benefits eligible. We provide industry‑leading benefits, access to paid time off, resources and support to employees so they can contribute to the growth of the business and communities.
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Responsibilities
Build and enhance bond portfolio optimization frameworks for client and desk workflows (constraints, liquidity, risk, transaction costs), including rapid re‑optimization and scenario analysis.
Develop systematic pricing methods and trader tools that generate fast, explainable indicative ranges for bonds and portfolio trades.
Create ETF create/redeem proposals (basket construction/optimization and hedging recommendations) and support the desk through live trading, monitoring, and post‑trade diagnostics.
Research, prototype, and productionize systematic portfolio trading strategies and algorithms (automation, hedge selection, execution scheduling, and controls).
Analyze large datasets (quotes, trades, holdings, constituents, liquidity) and distill results into improvements for tools, strategies, and trading outcomes.
Produce clear technical documentation and support sound operational practices for production tooling.
Skills
Strong Python for research and production desk tooling; familiarity with a structured SDLC (testing, CI/CD, code reviews, release discipline).
Solid understanding of credit bonds and portfolio trading mechanics; comfort with optimization, risk, and transaction‑cost‑aware decisioning.
Familiarity with ETF primary workflows (create/redeem baskets) and practical hedging/execution considerations.
C++ is a nice‑to‑have for performance‑critical components, not required.
Qualifications Minimum Education Requirement: PhD or Master's degree in a related field or equivalent work experience.
Shift 1st shift (United States of America)
Hours Per Week 40
Pay Range $200,000.00 - $225,000.00 annualized salary, offers to be determined based on experience, education and skill set.
Discretionary Incentive This role is eligible to participate in the annual discretionary plan. Employees are eligible for an annual discretionary award based on overall performance and contributions.
Benefits This role is currently benefits eligible. We provide industry‑leading benefits, access to paid time off, resources and support to employees so they can contribute to the growth of the business and communities.
#J-18808-Ljbffr