CIO Strategy - Quantitative Analyst

This role sits in BX within the CIO Strategy team, reporting into the Head of CIO Strategy. As a Quantitative Analyst (VP) within the CIO Strategy team you will play a pivotal role in designing and implementing advanced quantitative models that underpin our investment strategy. You will collaborate closely with senior stakeholders to provide actionable insights that guide portfolio decisions, resource allocation, and performance evaluation.

Key Accountabilities

The successful candidate will be accountable for the following key objectives:

• Portfolio construction and optimisation models that are entity aware and consider expected returns, risk and resource constraints (e.g. balance sheet, RWAs, market risk limits, credit risk limits, LCR and funding costs)
• Strategy and market timing models e.g. Regime analysis, seasonality, RV, momentum, duration signal
• Maintaining and developing...