Quantitative Alpha Researcher - Credit
- Alpha Development: Build short- and medium-horizon predictive models for credit indices, ETFs, single bonds, and CDX.
- Flow Analysis: Model distinct market flows and liquidity dynamics to uncover inefficiencies that can be systematically captured.
- Cross-Asset Research: Develop signals that link credit instruments with ETFs, equities, and futures, identifying relationships across risk-transfer markets.
- Framework Enhancement: Extend and refine components of the alpha generation framework, including signal libraries, fitters, reporting pipelines, and backtesting engines.
- Rigorous Testing: Design and execute backtests to validate alpha performance across multiple horizons, incorporating transaction costs, slippage, and liquidity constraints.
- Deployment & Monitoring: Collaborate with engineers to integrate models into production systems, monitor live performance, and iterate based on market feedback.
- Adaptation: Adjust models for changing volatility regimes, liquidity conditions, and macro or credit-specific events.
- Collaboration: Work closely with researchers, developers, and trading teams to embed alpha models into broader systematic strategies.
- Experience: 2-6 years in credit markets, ideally with exposure to CDX and bonds. Strong candidates from top-tier funds or quantitative teams are preferred.
- Technical Skills: Solid quantitative and programming background; comfortable working with large datasets and building robust models.
- Mindset: Curious, driven, and passionate about solving complex problems. Willing to dive deep into credit modeling challenges and iterate quickly.
- Profile: Ideal for those who want to focus on research, development, and optimization.
- Impact: Help build a large-scale credit business from the ground up.
- Culture: Open, collaborative environment where ideas are shared freely and innovation is encouraged.
- Learning: Exposure to credit, ETFs, and systematic trading concepts, plus interaction with advanced technology and infrastructure.
- Growth: Work alongside experienced leaders with a proven track record of scaling successful trading businesses.
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