Quantitative Researcher – Credit

Role Overview:

My client is an institutional investment firm, founded in 2001, dedicated to delivering consistent, uncorrelated absolute returns in all market environments. A growing firm, they understand that maintaining a culture where people are energized to come to work is paramount to success.

Now looking to hire an experienced Quantitative Researcher with expertise in building, supporting and integrating globally accessible quant trading infrastructure. The candidate will interact with portfolio managers and quant researchers to build requisite toolkits. The optimal candidate will have prior experience at a financial services organization with an exceptional technical background and in-depth knowledge of quantitative trading systems, including back testing, simulation, performance testing and market data. This person will need to be a strong communicator, able to multi-task and have the ability to excel in a fast-paced trading environment.

Key Responsibilities include:

Leverage the Credit and Convertible Bonds analytics library and trading infrastructure made up of vendor and internally developed platforms for research purposes

Work closely with the investment team and build valuation tools and screeners to improve their trading and filtration process
Test various trading strategies, perform ad-hoc research and deliver the results via Excel/Python framework
Assist in the buildout of the internal Credit and Convertible Bond analytics
Assist in the buildout of Systematic Credit strategies
Work closely with business users and platform developers to capture requirements and handle onboarding & integration of vendor models and datasets
Develop written documentation of the models, strategies and tools developed
Perform with minimum supervision and exercise sound judgment
Help identify and automate manual processes

Qualifications & Requirements:

Master degree/PhD in a technical area, such as Maths, Physics, Engineering or Computational Finance.

Proven work experience as a researcher or developer in the quant group of an investment bank or hedge fund.
Proficient in programming – Python required, C++ is desirable.
Basic understanding of derivatives modeling. Knowledge of Credit products or Convertible Bonds is desirable.
High degree of accuracy and attention to detail.
Experience building trading tools is desirable.
Experience in alpha research and signal generation is desirable.
Analytical skills – ability to troubleshoot & logically assess problems, and determine solutions.
Documentation skills – ability to represent ideas, requirements, and problems in clear and concise documents.
Desire to work in a collaborative environment, enhancing a shared toolset.

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.