Credit Quantitative Researcher
a Tier 1 global investment bank, is expanding its eCredit business within a growing Systematic Market Making group. They are seeking an experienced VP-level Quant Researcher with a strong track record in alpha signal generation across Credit markets, with a particular focus on Emerging Markets and High Yield corporate bonds. Experience with single name and index CDS is also highly desirable.
The team is building next generation systematic trading capabilities across the Credit product spectrum. This is a front office role working directly with traders, PMs and technologists in a fast paced environment with appetite for position taking and quantitative model innovation.
Key Responsibilities
* Research, design and develop alpha signals across EM Credit, High Yield corporate bonds, single name CDS and index CDS
* Analyse market microstructure, liquidity behaviour and cross-sectional relationships to generate tradeable insights
* Build and test systematic strategies and quantitative models to support market making, risk taking and pricing
* Work closely with traders, PMs and senior stakeholders to translate commercial hypotheses into robust quantitative research
* Partner with engineering teams to validate datasets, optimise research workflows and support model deployment into production
* Contribute to the build out of a systematic trading framework across Credit cash and derivatives
About the Role
The VP Quant Researcher will play an active role in shaping the systematic Credit business by delivering alpha generating research and frameworks that support active trading. The work spans predictive modelling, statistical analysis, feature engineering, liquidity modelling and signal evaluation for both cash bonds and CDS products.
Strong knowledge of Credit markets is essential. The business has a material appetite for discretionary augmentations, position taking and model driven risk taking, and the ideal candidate will be comfortable working in a commercially driven environment.
Skills and Experience
Required
* Experience generating alpha signals in Credit markets, with evidence of research that has translated into trading performance
* Strong product knowledge across EM Credit, High Yield corporate bonds or CDS instruments
* Solid understanding of Credit microstructure, liquidity dynamics and market behaviour
* Proficiency in Python for quantitative research including pandas and numpy
* Experience working within a systematic trading, quant research or market making environment
* Strong statistical and analytical skills with the ability to identify patterns and test hypotheses rigorously
* Ability to collaborate effectively with traders, technologists and fellow researchers
* Experience at VP level or readiness to step into VP responsibility
Preferred
* Experience working on systematic or hybrid systematic Credit strategies
* Background in cross-asset alpha research
* Familiarity with large scale data environments or timeseries data frameworks
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