Credit Quant Researcher

Intro:

My Client a leading multi-strat is looking for a skilled Quantitative Researcher with a strong background in developing, maintaining, and integrating a globally accessible quantitative trading infrastructure and building out their systematic offering within the credit space.

Key Responsibilities:

• Utilize the Credit and Convertible Bonds analytics library and trading infrastructure, which includes both vendor and internally developed platforms, for research purposes.
• Collaborate with the investment team to develop valuation tools and screeners to enhance their trading and filtration processes.
• Test various trading strategies, conduct ad hoc research, and present results using Excel/Python frameworks.
• Contribute to the development of internal Credit and Convertible Bond analytics.
• Support the development of Systematic Credit strategies.
• Work closely with business users and platform developers to gather requirements and manage the onboarding and integration of vendor models and datasets.
• Create written documentation for the models, strategies, and tools developed.
• Operate with minimal supervision and exercise sound judgment.
• Identify and automate manual processes.

Qualifications & Requirements:

• Master's degree or PhD in a technical field such as Math, Physics, Engineering, or Computational Finance.
• Proven experience as a researcher or developer in the quant group of an investment bank or hedge fund.
• Proficiency in programming - Python or C++
• Experience in building trading tools is a plus.
• Experience in alpha research and signal generation is a plus.
• Basic understanding of derivatives modeling. Knowledge of Credit products or Convertible Bonds is a plus
• Strong analytical skills - ability to troubleshoot, logically assess problems, and determine solutions.
• Strong documentation skills - ability to clearly and concisely represent ideas, requirements, and problems in written form.
• Desire to work in a collaborative environment

If you have the relevant skills and are interested in applying, please feel free to share your CV and experiences.