GBM Public - FICC Quantitative Researcher, Alpha monetization, VP, New York

We are a team of FICC Quantitative Researchers who work to transform 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 product types such as Interest Rates (IR), Foreign Exchange (FX), and Commodities. Our trade horizon spans from hours to months. Our data driven alpha generation is based on a variety of mathematical techniques, including advanced machine learning and generative AI models.