Title: Quant Researcher - Credit Trading New York Hedge Fund
We are excited to announce a new opportunity for an experienced and driven individual seeking the role of Senior Quantitative Researcher or Portfolio Manager in Credit Trading. Our client is a systematic fixed income Hedge Fund located in New York.
Job Description:
The successful candidate will work closely alongside the quantitative research team responsible for developing investment models that identify opportunities within various systematic fixed-income products across global markets.
Key Responsibilities:
- Conduct alpha research and generation for credit trading
- Develop pricing models for various securities instruments including bonds, derivatives & futures contracts,
- Implement proprietary strategies utilizing both qualitative inputs from fundamental analysts combined with algorithmic decision-making tools developed by quant researchers
Qualifications Required:
Our ideal candidate should have at least 3 years' experience working directly within Fixed Income Trading while also having some hands-on coding skills.