You will drive the following responsibilities:Apply a deep knowledge of economics, portfolio construction and trade generation to build models and investment systems which enable us to understand and trade global markets. Own and develop the core trading and risk control models that are responsible for ensuring all the positions and trades are accu-rate. In collaboration with the CIOs and asset class leads, simulate how our portfolio would do in various possible future scenarios and synthesize whether we should change our positioning. Partner with senior investors and CIOs to ensure the team's book of work is aligned to the highest priority projects and pro-vide reasonable estimations of timelines for those projects. Lead and orchestrate collaboration with product development teams to research, model, validate, or implement quantitative structured solu-tions for new or expanded markets. Supervise and assign work to programmers, designers, technolo-gists, technicians, or other engineering or scientific personnel. Abstract our understanding of markets, investment flows, companies, and countries into models that help us better predict and bet on the glob-al economy. Analyze and interpret economic/financial data and information and develop core analytical capabilities and models using advanced statistical, quantitative or econometric techniques. Provide ap-plication or analytical support to researchers and maintain or modify financial analytic models in use. Define or recommend model specifications or data collection methods. Confer with other engineers or analysts on trading strategies, market dynamics, or trading system performance to inform development of quantitative techniques. Consult investors or other financial industry personnel to determine the need for new or improved analytical applications. Minimum Qualifications:Requires Bachelor's degree in Computer Science, Economics, Financial Engineering or a closely related field of study and 3 years of experience in any job title/occupation/position in financial services. Experi-ence specified must include 3 years of experience with each of the following: Using broker and vendor data to build up representations of markets from individual securities and/or broadly representational instruments while capturing important differences in datasets, sources, and conventions; Modelling pricing, valuation, trading, or derivative values across asset classes using historic and real-time data; Mathematically analyzing investment outcomes, their performance and characteristics in different eco-nomic conditions, the effects of including or excluding assets and instruments, risk profiles, and their sensitivity to financial and political developments; Evaluating and implementing academic and practical advances in market mechanics, trading, financial data modeling, and/or derivative calculations; Building market and financial models across asset classes, implementing key financial frameworks and applicable market mechanics; and Representing and using data from key macroeconomic frameworks and reports, including GDP, CPI, balance of payments, business cycles, commodity cycles, and credit cycles. Telecom-muting permitted up to 3 days a week in accordance with company policy.Bridgewater reserves the right to change its current benefits program at any time, in a manner that is consistent with applicable federal and state regulations. This job description is not a contract and confers no contractual rights, privileges, or benefits on any ap-plicant or potential applicant. Nothing in this job description constitutes an offer or guarantee of em-ployment. Bridgewater Associates, LP is an Equal Opportunity Employer Wage Range:$185,000-$228,000/year. This position is also eligible for discretionary bonuses and other benefits.