We have a current opportunity for a ED Credit Quant Researcher on a permanent basis. The position will be based in New York. For further information about this position please apply.
Tier 1 US Investment Bank looking for an Executive Director level Credit Quantitative Researcher to oversee their High Touch Credit Desk.
- Identify opportunities to improve High Touch Credit Desk market making activity in the form of proposing relative value indicators, deliver hedging strategies, develop price form logic
- Partner closely with trading at all levels from desk leads to clients.
- Model Behavior explanation, Scenario analysis, quantitative tool development and delivery
- Loan Trading analysis, Portfolio Construction, Portfolio Optimization for Global Credit Business
- Explain modeling intricacies from hands on experience modeling CDS/IG/HY, etc.
- PhD in STEM or Quant Field
- Ability to build and maintain desk relationships (communication skills)
- Quantitative Modeling background/experience
- 12+ year experience supporting/leading a Credit desk on sell side or buyside
- Hands on experience with corporate bonds, credit derivatives, and algo pricing modeling
- C++ and Python knowledge