Principal - Quant Trading
Core
Build quantitative tools, analytics, and AI-enabled workflows to improve investment decision-making, risk management, and execution for a global corporate credit trading desk.
Role type
Principal Quantitative Strategist (Quant Trading)
Builds
Scalable analytics tools, data pipelines, alpha research signals, and AI-driven trading workflows for Corporate Bonds, CDS, Loans, Equities, and Macro.
Domain
Global Corporate Credit (GCC) / Fixed Income / Derivatives / Quantitative Finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Quantitative finance expertise, Python programming, statistical modeling, data pipeline construction, alpha research, risk analytics, stakeholder management, project delivery
Preferred skills
C++ or Java, AI/ML (LLMs, retrieval, summarization), systematic trading capabilities
Technologies
Python, C++, Java, market data APIs, compute infrastructure
Responsibilities
Build and own quantitative tools supporting alpha generation; drive end-to-end delivery of desk-critical tools; lead alpha research and signal development; partner with Engineering to improve tooling reliability; build systematic capabilities across asset classes; apply quantitative analysis to pricing, liquidity, and risk diagnostics; implement AI-enabled workflows into production.
Seniority
Principal, hands-on IC with strategic alignment