Quantitative Researcher - Systematic Credit

Role

Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.

Responsibilities

• Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models

• Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.

• Proactively search for and prioritize new ideas and datasets for alpha potential

• Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team

Requirements

• PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline

• 2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data sets

• Experience with FICC, credit or option pricing models is preferred

• Experience with numerical optimization methods is a plus

• Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc.

• Strong communication skills