The Credit QR team at a US Tier-1 investment bank is looking to expand the team by adding experienced researchers in the credit space. Widely regarded as the top sell side Credit QR team on the street, this team is focused on researching and productionizing cutting edge market making strategies within corporate spread products.
The Quantitative Researcher will be responsible for the following:
- Research and backtesting on portfolio trading and hedging strategies
- Implement option pricing methodologies and risk analysis on structured products
- Develop credit trading algos and analytical tools
- Work on electronic trading and market making systems
A qualified candidate will have the following:
- Masters or PhD Financial Engineering, Mathematics, or other quantitative/STEM fields
- At least 3+ years of working experience in quantitative research/trading of commodities
- Experience with factor modeling, electronic trading, fixed income products, machine learning, and statistical analysis
- Programming proficiency in Python and C++-