Credit Quantitative Researcher - NYC Hedge Fund Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

Credit Quantitative Researcher

A leading industry hedge fund is seeking an experienced Quantitative Researcher with a strong background in developing, maintaining, and integrating globally accessible quantitative trading infrastructure. The successful candidate will collaborate with portfolio managers and other quantitative researchers to create necessary models and tools. The ideal applicant will possess an outstanding technical background and comprehensive knowledge of quantitative trading systems, including backtesting, simulation, performance testing, and market data.

Key Responsibilities:

  • Utilize existing analytics library and trading infrastructure for Credit and Convertible Bonds, which includes both vendor and internally developed platforms, to extend research.
  • Partner closely with portfolio managers to create tools and screeners that enhance their trading, portfolio construction and risk management processes.
  • Evaluate various trading strategies, conduct ad-hoc research, and present findings using a Python framework.
  • Support the development of internal analytics and libraries for Credit and Convertible Bonds.
  • Research systematic credit strategies and signals.

Qualifications & Requirements:

  • Master's degree or PhD in a technical discipline such as Mathematics, Physics, Engineering, or Computational Finance.
  • 2+ years of experience as a researcher or developer within the quant group of an investment bank or hedge fund.
  • Proficiency in programming - Python required, C++ also a plus.
  • Background in alpha research and signal generation is a plus.
  • Basic understanding of derivatives modeling, with knowledge of Credit products or Convertible Bonds.
  • Strong analytical skills, with the ability to troubleshoot, logically assess problems, and determine solutions.
  • Excellent documentation skills, with the ability to clearly and concisely represent ideas, requirements, and issues.
  • Enthusiasm for working in a collaborative environment and enhancing a shared toolset.

Job Tags

Permanent employment,

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