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Quantitative Research Credit
Job Responsibilities
- Identify opportunities to enhance efficiency and automation within the desks.
- Improve the effectiveness of our risk management practices.
- Clarify model behavior, conduct scenario analyses, and develop quantitative tools to support analytics efforts.
- Collaborate in creating models that screen and assess the quality of assets and obligors.
- Ensure comprehensive documentation of all ideas and either implement solutions directly or coordinate with the broader team for execution.
- Create model documentation that adheres to internal policies and regulatory standards.
- Work alongside model control teams to ensure timely and efficient model reviews and approvals.
Qualifications
- Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or a related field.
- Minimum of 5 years in roles supporting fixed income market-making desks, or equivalent experience in both sell-side and buy-side environments.
- Strong analytic, quantitative, and problem-solving capabilities.
- Familiarity with credit products and modeling techniques.
- Proficient in software design and data science, particularly with Python.
- A keen interest in understanding our business, models, and infrastructure.
- Capable of performing effectively in high-pressure situations.
- Strong focus on delivering high-quality results with meticulous attention to detail.