Quantitative Researcher - Systematic Credit
Quantitative Researcher - Systematic Credit
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
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 Masters 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 objectoriented programming and CI/CD framework. Proficiency in Python including with packages used for data research best practices of coding style etc.
- Strong communication skills
- Willingness to take ownership of his/her work working both independently and within a team
The annual base salary range for this role is $150000$200000 (USD) which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation 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.
Employment Type
Full Time
