Apply quantitative modeling and empirical research to fixed income investment strategies at AIMCo. Analyze returns, risks, and portfolio construction within Relative Value. As part of AIMCo’s Relative Value team, you will support a levered global fixed income portfolio and its daily trading. Your work will assess quantitative and qualitative return and risk factors, identify investment opportunities, and develop trading strategies. You will develop and calibrate proprietary pricing models, including interest rate option models, while helping advance the team’s analytical platform. Collaboration with analytics specialists, Operations, Technology, Risk Management, Accounting, derivatives dealers, and investment partner firms may be required. Key Responsibilities:
Identify investment opportunities through quantitative bottom-up approaches Develop and calibrate proprietary pricing and risk models Analyze portfolio construction vulnerabilities and strategy sizing Evaluate risk across fixed income portfolio processes Build and maintain investment infrastructure collaboratively Requirements:
Minimum eight years of fixed income or equivalent market experience Experience analyzing, trading, and constructing fixed income strategies Empirical research experience and strong analytical skills Keen interest in technology supporting investment decisions CFA qualification is an asset Bring quantitative research, pricing model development, and portfolio construction expertise to AIMCo’s global fixed income team.
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Quantitative Fixed Income Investment Manager in Toronto employer: Alberta Investment Management Corporation (AIMCo)
AIMCo is an exceptional employer that fosters a culture of innovation and collaboration, making it an ideal place for professionals looking to make a meaningful impact in the investment sector. With a strong focus on employee growth, AIMCo offers opportunities for continuous learning and development, particularly in cutting-edge cloud technologies and data solutions. Located in a vibrant city, employees enjoy a dynamic work environment that values diversity and encourages teamwork, ensuring that every team member contributes to the success of our Modern Data Platform.
Contact Details:
Alberta Investment Management Corporation (AIMCo) Recruitment Team
