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 prospects, 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 solid 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.

📌 Quantitative Fixed Income Investment Manager Toronto
🏢 Alberta Investment Management Corporation (AIMCo)
📍 Toronto