Quantitative Researcher - Convertible Bonds
Core
Research investment opportunities, execute trades, manage risk, and oversee the lifecycle of positions in the U.S. convertible bond space.
Role type
Quantitative Researcher (Convertible Bonds)
Builds
Custom trading tools, optimized risk systems, and automated screening systems for the CB universe.
Domain
Fixed Income / Convertible Bonds / Credit Markets
Deliverable
production ML models | product features
Required skills
Quantitative research, trading strategy development, pricing models, relative value strategies, corporate fundamentals analysis, credit risk analysis, trade execution, position management, automated tool development, hedging strategies, portfolio risk monitoring
Technologies
Internal APIs, screener systems
Responsibilities
Conduct quantitative research and develop trading strategies focused on convertible bonds and credit markets; Design and implement pricing models and relative value strategies; Analyze corporate fundamentals and credit risk; Execute trades and manage positions; Develop automated tools and systems for monitoring the CB universe, screening for opportunities, measuring risk and monitoring trading costs/volumes; Implement hedging strategies; Monitor portfolio risk and performance
Seniority
Mid-level, hands-on IC