Credit Algo Quant
Core
Develop, deliver, and support advanced mathematical and data-driven models for credit electronic trading, specifically for corporate bonds.
Role type
Quantitative analyst (credit algorithms)
Builds
Electronic trading algorithms for corporate bonds
Domain
Financial services, Credit markets, Algorithmic trading
Deliverable
production ML models
Required skills
Mathematical modeling, Numerical programming, Corporate bond market knowledge, Risk analysis, Python, Java, Kdb+
Preferred skills
None stated
Technologies
Python, Java, Kdb+
Responsibilities
Research and implement mathematical models for price and risk of corporate bonds; Improve existing models and operational frameworks; Support ad-hoc quantitative analysis requests; Document products and models; Collaborate with risk functions for model validation.
