Associate, Systematic Credit Research Quant
Core
Develop and implement sophisticated credit risk models and trading algorithms to research and design relative value strategies across credit products.
Role type
Associate, systematic credit research quant
Builds
Scalable frameworks for real-time credit risk assessment and systematic credit strategies
Domain
Financial services, systematic credit research
Deliverable
production ML models
Required skills
PhD in quantitative field, mathematical modeling, statistical inference, machine learning, Python programming, stochastic calculus, time series analysis, optimization methods
Preferred skills
Credit default swaps, bonds, structured products, numerical methods
Technologies
Python
Responsibilities
Develop and implement sophisticated credit risk models and trading algorithms; Research and design relative value strategies across credit products; Build scalable frameworks for real-time credit risk assessment; Collaborate with trading desk to implement systematic credit strategies; Meet critical research deadlines aligned with market opportunities and business needs
Seniority
Associate, individual contributor