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.

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.

Compensation

or our comprehensive

offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.

Benefits

package.