DCI is a quantitative investment management firm based in San Francisco with roughly 25 employees. DCI specializes in global corporate bond portfolios, credit strategies, and fixed-income solutions for major institutional clients. DCI’s investment strategies are systematically constructed using quantitative models derived from economic fundamentals. We focus on bottoms-up security selection by identifying mispriced bonds and credits. Funds are actively managed with a goal of producing low volatility and uncorrelated excess returns. Strategies include High Yield, Investment Grade, Emerging Markets, Core Bonds and run the gamut from long-only benchmarked to long-short market neutral.

DCI’s investors include some of the largest pension, sovereign wealth funds, private banks, and independent wealth managers globally. The firm was started in 2004 by individuals with a long history of innovation in finance. Their achievements include the creation of the first equity index fund (Wells Fargo) as well as the first default probability and credit portfolio model (KMV).


DCI is committed to leveraging technology and to developing new strategies to deliver cutting edge investment management to our clients. We are looking for an individual with a programming background to assist senior researchers with strategy research, design and implementation.

A Summary of Responsibilities Includes:

  • Implementing strategy specifications in DCI’s research environment
  • Running portfolio optimizations & backtests
  • Generating portfolio risk & return reporting
  • Supporting empirical research with data management and structuring
  • Responding to ad hoc queries and analysis requests
  • Maintaining and improving the research toolkit


We are looking for a hands-on individual who wants to make significant contributions to the efforts of a small technology-driven investment team. An entrepreneurial mindset and self-motivating approach is a must. Qualified candidates will understand the ideas behind business and investment processes, will assist in overall technical design, will solve problems and create tools, and will also actively support applications during and after implementation. Excellent interpersonal skills, a commitment to collaboration, and a willingness to engage and ask questions are critical.

The ideal candidate will possess the following:

  • A degree in finance or computer science or equivalent experience, preferably with an advanced degree or qualification (such as an MFE, PhD, or a CFA or FRM certification)
  • Analytical programming experience and a good understanding of related data structures
  • Familiarity with portfolio optimization and systematic investment management techniques
  • Domain knowledge of fixed income and credit instruments
  • Programming experience with Python & Microsoft SQL Server
  • Previous experience with Axioma portfolio optimizer a plus


DCI offers attractive compensation and benefits. Compensation will be dependent on the qualifications and experience of the successful candidate.


Interested candidates should contact info@dci.com with subject line ‘QUANTITATIVE RESEARCH ASSISTANT’.

DCI is proud to be an Equal Opportunity Employer. We evaluate qualified applicants without regard to race, color, national origin, religion, sex, disability, veteran status, and other statuses protected by law.

DCI will consider for employment qualified applicants with criminal histories in a manner consistent with the requirements of Article 49 of the San Francisco Police Code.