Quantitative Researcher - Systematic Credit

Role

Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.

Responsibilities

• Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
• Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.
• Proactively search for and prioritize new ideas and datasets for alpha potential
• Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team

Requirements

The annual base salary range for this role is $150,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and / or skill level, among other things.