Head of Quantitative Research

Our client is a boutique hedge fund specializing in fixed income strategies, seeking a highly experienced and commercially minded Head of Quantitative Research. This is a senior leadership role, tasked with driving the development of systematic models, research frameworks, and data-driven strategies that underpin the firm’s trading and risk-taking across global fixed income markets. Responsibilities: Define and execute the firm’s quantitative research agenda in fixed income. Lead a team of quantitative researchers, data scientists, and modelers. Design, test, and implement systematic alpha models across rates, credit, mortgages, and macro products. Build and enhance pricing, risk, and portfolio optimization models. Provide senior oversight on model risk, scenario analysis, and stress testing. Qualifications: PhD or advanced degree in Quantitative Finance, Mathematics, Physics, Computer Science, or related field. 10+ years of experience in quantitative research, with a strong track record in fixed income markets. Deep understanding of rates, credit, mortgages, macro, and derivatives. Proven leadership experience, ideally managing a team of quants/researchers within a hedge fund, asset manager, or top-tier investment bank. Strong programming skills (Python, C++, R, or similar) and expertise in statistical/machine learning techniques. Seniority level: Executive Employment type: Full-time Job function: Finance, Information Technology, and Research Industries: Financial Services, Investment Banking, and Banking Base pay range: $250,000.00/yr - $400,000.00/yr

#J-18808-Ljbffr