Credit Derivatives Quant Strategist
Credit Derivatives Quant Strategist
Credit Derivatives Quant Strategist - $500,000+ Total Compensation - NYC
Summary: A leading structured credit fund in New York, managing $10 billion AUM is seeking a Credit Derivatives Quant Strategist. The Head of Quants, who has over 20 years of experience in the credit derivatives sector is enthusiastic about expanding their Quant team following a successful 2024. You will have the chance to work closely with the Relative Value Portfolio Managers, developing quantitative models, aiding in decision-making, and supporting the desk's trading activities on a daily basis. Success in this role requires a strong quantitative skillset and in-depth product knowledge of credit derivatives, as well as strong object oriented programming skills, specifically in Python. This position offers a unique opportunity to collaborate with the firm's researchers, technologists, and investment team.
Key Responsibilities:
- Collaborate with Portfolio Managers to develop quantitative models and tools to manage risk and identify optimal trading strategies.
- Perform statistical analysis and data science research.
- Develop and maintain desktop applications, tools, and dashboards through leveraging large datasets.
Job Requirements:
- 2+ years of relevant industry experience [ideally buyside], directly supporting a trading desk or PM.
- Experience within credit derivatives [CDS, credit index, index options, index tranches].
- Strong programming skills in Python and SQL.
- A Master's or Ph.D. in a quantitative field [Computer Science, Mathematics, Statistics, etc.]
If you or anyone in your network are interested in the credit derivatives/relative value space and are enthusiastic about supporting a PM, apply now through the link below.
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