Quantitative Credit Strategist
Core
Build production quality analytics solutions (risk, P&L, pre-trade flow, relative value) for bond trading and sales desks using credit markets knowledge and quantitative modeling.
Role type
Associate quantitative credit strategist (front office investment banking)
Builds
Daily flow analytics/risk/P&L systems, pre-trade analytics, MIS reporting, and quantitative models for portfolio optimization and trade ranking.
Domain
Investment Banking / Fixed Income / Credit Markets
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Credit markets understanding, credit modelling mathematics, KDB+/Q, Python, C++, Javascript, software development lifecycle (SDLC), data onboarding/cleaning/curating, web development (HTML5), machine learning, natural language processing
Preferred skills
None explicitly stated as preferred (ML/NLP listed as desirable/experience)
Technologies
KDB+/Q, Python, C++, Javascript, git, bitbucket, JIRA, HTML5
Responsibilities
Develop and support daily flow analytics/risk/P&L systems; Collaborate in system architecture and design; Discuss problems with trading desk and gather requirements; Implement flow analysis MIS and reporting; Develop pre-trade analytics for trading decisions; Model quantitative problems like portfolio optimization and flow matching
Seniority
Associate, hands-on IC