Overview
In this senior role, you will develop systematic investment ideas and quantitative capabilities to improve fixed income portfolio outcomes within a controlled risk framework. You will lead signal generation, basket design, and implementation support while collaborating with PMs and traders to sharpen execution. Your work will connect quantitative insights to live portfolio decisions and help scale analytics across investment processes. This is an opportunity to shape how systematic strategies apply to global bond indices and liquidity/risk premia in practice.
Responsibilities
- Conduct quantitative research to generate robust, implementation-aware signals for portfolio decisions
- Develop systematic approaches for portfolio construction, basket creation, and implementation across index strategies
- Identify and improve trade efficiency, execution quality, and investment workflows using data and market structure insights
- Research liquidity and volatility risk premia to bolster portfolio outcomes within constraints
- Build models and tools supporting alpha, risk management, and scalable decision-making
- Collaborate with portfolio managers, traders, and stakeholders to align outputs with practical requirements
- Evaluate ideas for transaction costs, portfolio fit, exposures, feasibility, and expected value
- Contribute to broader capabilities and documentation to strengthen research and investment processes
- Communicate findings and recommendations clearly, including rationale, implementation considerations, and trade-offs
Key requirements
- Strong quantitative research experience in fixed income, systematic investing, or related strategies
- Proven ability to generate actionable investment ideas and translate them into portfolio applications
- Experience in signal research, portfolio construction, and implementation within a risk-conscious setting
- Familiarity with execution considerations, market microstructure, and drivers of trade efficiency in fixed income
- Deep analytical and modeling skills with clear links to portfolio outcomes
- Sound judgment balancing innovation, rigor, feasibility, and value
- Ability to collaborate across PMs, traders, research, and technology partners
- Clear, structured communication that influences decisions
- Independent, high-impact track record in complex investment environments
- Experience with Fixed Income Index or Enhanced Index strategies is a strong differentiator
- strong communication
- collaboration
- sound judgment
- quantitative research
- signal research
- portfolio construction
Senior Quantitative Strategist - Global Bond Index in London employer: Vanguard
Vanguard is an exceptional employer, offering a dynamic and mission-driven work environment in London and Manchester. With a strong focus on employee growth, we foster a culture of collaboration and continuous improvement, empowering our teams to excel in financial crime operations while ensuring compliance and operational excellence. Our hybrid working model provides flexibility, allowing you to balance professional and personal commitments, making Vanguard a rewarding place to build your career.
