Systematic Credit Strategies Research - Associate
Core
Build and maintain production analytics, models, and workflows for systematic credit trading strategies on corporate bonds.
Role type
Associate quantitative analyst (fixed income)
Builds
Systematic trading models, signals, and feature pipelines for U.S. investment-grade and high-yield corporate bonds
Domain
Fixed income trading / Quantitative analytics
Deliverable
production ML models
Required skills
Python, SQL, statistics, time-series analysis, optimization, applied machine learning, bond math, TRACE data analysis, RFQ dynamics, FIX protocol, MarketAxess, Tradeweb, Bloomberg, risk metrics (DV01, CS01, spread risk, inventory risk)
Preferred skills
JavaScript/TypeScript, modern dashboards, real-time analytics, systematic trading strategies
Responsibilities
Own and enhance systematic trading models and signal pipelines; Analyze market microstructure and transaction cost drivers; Design and maintain production analytics and monitoring tools; Contribute to RFQ automation and pricing logic; Monitor model behavior and execution performance in real time; Partner with trading and sales to translate analytics into trading ideas; Mentor junior analysts
Seniority
Associate, hands-on IC