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.