Quantitative Researcher - Systematic Credit

Quantitative Researcher for systematic corporate bond and credit derivatives strategies, conducting research, contributing to the research and production process, and collaborating with the portfolio managers and developers.

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
• Experience with FICC, credit or option pricing models
• Solid programming skills: understanding of the object-oriented programming and CI/CD framework
• Strong communication skills

Benefits

• Comprehensive benefits package