The Senior Quantitative Credit Strategist role involves developing quantitative models for credit investing, partnering with portfolio managers and analysts to inform investment decisions, and mentoring junior quants. The role requires 15+ years of experience in quantitative research or strategy, a deep understanding of corporate debt markets, and expertise with synthetic credit and capital structure RV.
Requirements
- Advanced degree in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance)
- 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit
- Experience supporting systematic or quantitatively-enabled credit strategies
- Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles
- Expertise with synthetic credit, capital structure RV, and leveraged loans
- Strong programming skills in Python (required); SQL and/or R preferred
- Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics)
- Proven ability to deliver actionable research used by PMs
Benefits
- Generous Paid Time Off
- 401k Matching
- Retirement Plan
- Visa Sponsorship (not offered)
- Four Day Work Week
- Generous Parental Leave
- Tuition Reimbursement
- Relocation Assistance