Currently working with a leading investment management firm, with $40+bn in AUM based in New York, that is actively looking to expand their Credit Strats team. This group is looking for someone with who is able to wear multiple hats from a development and quantitative standpoint while working closely with the business. Moreover, it is imperative that this person has strong communication skills and is a self-starter.
For this position they are open to someone working in a hybrid or fully remote capacity.
- Develop new models and components for the firm's proprietary analytics platform
- Develop and implement functionalities in the platform for new asset classes within Credit
- Work with the larger team and Portfolio Managers in making investment decisions
- Wrangle large data sets to create bespoke algorithms
- 2+ years of front office strat/quant experience supporting a corporate/structured credit desk (Strong CLO knowledge is a plus)
- Undergraduate degree or higher in Computer Science, Physics, Math or another quantitative discipline
- Strong Python programming skills