Execution Quant Researcher - Credit
Core
Lead credit execution research to improve trading outcomes for fixed income portfolios by analyzing liquidity, market impact, and transaction costs.
Role type
VP-level quantitative research analyst (credit execution)
Builds
Quantitative models, execution analytics platforms, and performance metrics for fixed income trading
Domain
Fixed income / Credit markets
Deliverable
production ML models
Required skills
quantitative research, market microstructure analysis, liquidity modeling, transaction cost analysis, statistical analysis, machine learning, fixed income data analysis
Preferred skills
rates or FX market experience, Python, kdb+/q, Databricks
Technologies
Python, kdb+/q, Databricks, TRACE, quote data, evaluated pricing
Responsibilities
Lead credit execution research agenda focusing on liquidity and market impact; Develop quantitative models using trade and market data; Serve as primary research partner to traders and portfolio managers; Enhance execution analytics platforms; Monitor credit market structure and liquidity trends; Collaborate with teams to deploy research into production
