Opportunity Description
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 modelsContribute 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 potentialContribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team Requirements
PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline2+ years of experience developing statistical and fundamen...
Full-time
Mathematical Science Occupations