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    Quantitative Researcher, Systematic Credit

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      Quantitative Researcher, Systematic Credit

      New York or Chicago



      The company provides systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of the firm’s effort is rigorous research into a wide range of market anomalies, fueled by unparalleled access to a wide range of publicly available data sources.


      The firm is seeking a Quantitative Developer for a new team focused on systematic corporate bond and credit derivatives strategies.


      Key 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


      Skills, Knowledge & Experience

      • 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
      • Willingness to take ownership of his/her work, working both independently and within a team

      Posted by

      Manuel Fedriani

      Quantitative Finance Recruiter

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