Quantitative Researcher
A leading quantitative market-making team is seeking a Credit Alpha Researcher to develop predictive signals across High Yield bonds and CDS markets.
The team is investing heavily in systematic signal generation to improve pricing, liquidity provision, inventory management and relative value trading decisions. This is not a pure execution or market-making role. The focus is on identifying and deploying alpha signals that can enhance trading performance across electronically traded credit products.
Researchers will work directly with traders, quantitative developers and portfolio managers to build models that influence live trading decisions and are measured on real-world impact.
Key Responsibilities
- Research and develop predictive signals across High Yield bonds and CDS markets
- Identify alpha opportunities using market, transactional, alternative and microstructure datasets
- Build models to support pricing, inventory optimisation and market-making strategies
- Develop systematic approaches to relative value, basis and cross-product opportunities
- Validate, backtest and monitor signals in a live trading environment
- Work closely with traders to translate research into production trading strategies
- Contribute to the expansion of the team's quantitative research platform and infrastructure
Requirements
- Demonstrated experience generating alpha signals within systematic investing, quantitative trading or electronic market-making environments
- Strong statistical and machine learning skill set
- Advanced Python programming skills
- Experience working with large and complex datasets
- Strong understanding of empirical research methodologies and signal evaluation
- Ability to communicate research findings to trading teams
Preferred Backgrounds
- Credit systematic research
- CDS index or single-name trading research
- High Yield quantitative research
- Electronic market-making
- Equities, futures or options alpha research with a transferable signal generation background
- Statistical arbitrage, relative value or cross-asset systematic strategies
The Opportunity
The role offers significant ownership over research direction and the ability to see successful ideas directly impact trading decisions and PnL. The team is open to researchers from adjacent asset classes provided they can demonstrate a strong track record of developing predictive signals in liquid markets.
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