Credit Quantitative Researcher - NYC Hedge Fund
Credit Quantitative Researcher - NYC Hedge Fund
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.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
Yes, we help with CV and interview preparation. From customised support on how to optimise your CV to interview preparation and compensation negotiations, we advocate for you throughout your next career move.