The company is looking to solve the problem of generating commercial trade ideas across the full credit spectrum—Investment Grade and High Yield corporate bonds and their derivatives, by hiring a research analyst on a credit-focused discretionary macro portfolio management team.
Requirements
- Strong programming skills in Python (pandas, numpy, scipy, scikit-learn) and SQL
- Experience with data manipulation, statistical modeling, and time series analysis
- Understanding of financial markets, particularly fixed income and credit derivatives
- Ability to build production-quality code with proper testing and documentation
- Strong problem solving skills and attention to detail in quantitative work
- Ability to take ownership of projects from conception to production
Responsibilities
- Build and maintain quantitative models for credit analysis, relative value identification, and risk management
- Develop automated data pipelines for market data, fundamentals, and alternative datasets
- Implement systematic signals and backtesting frameworks for trade idea generation
- Create portfolio analytics, risk monitoring tools, and scenario analysis capabilities
- Build relative value models across hundreds of securities in the credit universe
- Automate repetitive analysis and reporting to improve team efficiency
- Collaborate with the PM to translate investment hypotheses into testable quantitative frameworks
Other
- Bachelor's or Master's degree in computer science, statistics, mathematics, physics, engineering, or similar quantitative discipline
- Good communication skills and ability to explain technical concepts to non-technical stakeholders
- Intellectual curiosity and passion for applying quantitative methods to financial markets
- Hard working competitive spirit
- Commitment to the highest ethical standards
