GBM Public - FICC Systematic Quantitative Trader/Researcher, Vice President, New York

FICC Systematic Quantitative Trader/Researcher, Vice President, New York

We are a team of Systematic Traders transforming the Fixed Income, Currencies, and Commodities (FICC) business through quantitative trading. Our team has a wide remit to trade against the central risk book (CRB) across Interest Rates (IR), Foreign Exchange (FX), and Commodities, with trade horizons spanning hours to months. Our data-driven alpha generation draws on a broad range of mathematical techniques, including advanced machine learning and generative AI models. We are seeking a senior Vice President to join the desk as a core contributor and a leader in the next phase of our growth: someone who has built and deployed systematic strategies at scale, owns outcomes end to end, and will help shape the direction of our research and trading platform.

Role Responsibilities:

• Serve as a senior leader on our Quantitative Trading desk, with end-to-end ownership of systematic strategies, from alpha research and backtesting through deployment, live trading, and ongoing PnL accountability.

• Define and drive the research agenda for systematic alpha generation across Rates, FX, and Commodities, identifying new sources of edge and setting priorities for the team.

• Leverage our extensive public and private cross-asset data sets to originate differentiated, scalable alpha opportunities across a range of horizons.

• Apply advanced statistical and machine learning techniques, including neural networks and factor models, to build models that power systematic strategies and inform real-time trading and risk management decisions.

• Own portfolio construction, risk allocation, and capital deployment for your strategies, and oversee automated execution and transaction cost management to maximize risk-adjusted returns.

• Shape the strategic development of our research infrastructure, modeling frameworks, and signal analytics platform in partnership with engineering and technology teams.

• Mentor and develop junior researchers and traders, setting a high bar for research rigor, risk discipline, and best practices.

• Partner with senior desk leadership, sales, and risk to align systematic strategies with the broader FICC franchise and the central risk book.

Qualifications:

• 8+ years of systematic quantitative research and/or portfolio management experience at a leading hedge fund, multi-strategy platform, prop trading firm, or systematic asset manager.

• Demonstrated track record of independently originating, deploying, and scaling profitable systematic strategies, with clear attribution of PnL and risk-adjusted performance (e.g., Sharpe ratio, capacity, drawdown management).

• Deep expertise in the end-to-end systematic investment process, including signal research, portfolio construction, optimization, execution, and risk modeling.

• Experience trading or researching Rates, FX, and/or Commodities strongly preferred; ability to apply a systematic framework across asset classes and horizons.

• Advanced degree (PhD preferred) in a quantitative field such as physics, mathematics, statistics, engineering, or computer science.

• Strong programming skills in Python (research and signal generation) and/or Java (execution systems), with a rigorous, production-minded approach to research.

• Proven ability to lead and influence, including mentoring junior talent and partnering with senior stakeholders across trading, technology, and risk.

• Exceptional written and verbal communication skills, with the ability to articulate complex quantitative concepts and investment rationale to both technical and non-technical audiences.