Credit Quant Researcher

Job title:

Credit Quant Researcher

Company

Selby Jennings

Job description

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.

Expected salary

Location

London

Job date

Sat, 15 Feb 2025 00:35:16 GMT

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