Better on-paper background

Hi guys and gals,

For context, I work in MM IB within the $50MM to $1000MM transaction value range and have enjoyed the experience thus far with a few caveats. I am from a non-target (however, I was a baseball player) and want to eventually work in a leading hedge fund.

I recently received interest for two other positions. First, a fixed income quantitative analyst within the long duration/liability driven investing teams of an asset management firm (Fidelity, Schwab, Vanguard, etc.). Second, a product development role at a VC-backed insurtech company, where the role focuses on predictive modeling and feature identification.

Both are obviously quant-heavy (however the insurtech requires a broader, deeper skill set), and I was curious if either is a clear winner with the context of developing the skill set of a successful hedge fund manager. With public equities investing turning more quantitative as time goes along, the choice is less clear than it was 10 years ago.