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 approachesDevelop and calibrate proprietary pricing and risk modelsAnalyze portfolio construction vulnerabilities and strategy sizingEvaluate risk across fixed income portfolio processesBuild and maintain investment infrastructure collaborativelyRequirements:
Minimum eight years of fixed income or equivalent market experienceExperience analyzing, trading, and constructing fixed income strategiesEmpirical research experience and robust analytical skillsKeen interest in technology supporting investment decisionsCFA qualification is an assetBring quantitative research, pricing model development, and portfolio construction expertise to AIMCo’s global fixed income team.
#J-18808-Ljbffr

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