Vice President, Quantitative Researcher Credit Algo Trading
About the Company
Top-tier investment bank
Industry
Investment Banking
Type
Privately Held
About the Role
The Company is seeking a Vice President, Quantitative Researcher for Credit Algo Trading. This role is pivotal in the development and enhancement of automated market-making capabilities, with a focus on designing and implementing algorithmic pricing models for credit trading. The successful candidate will be responsible for building and maintaining analytics libraries, analyzing financial time series and market data, and ensuring robust governance and risk management practices in all model development and deployment. Collaboration with various teams, including traders, structurers, technologists, and control functions, is a key aspect of the position.
Applicants for this role at The Company should have a PhD in a quantitative field, with a strong preference for Mathematics, Physics, or Computer Science. Deep expertise in both kdb+/q and Python is essential, as is a background of 4-10 years in quantitative modeling or analytics, ideally within financial markets. The role requires strong programming skills and a solid understanding of statistics, probability theory, and numerical methods. Experience in credit algo trading or electronic trading analytics is preferred, but candidates from equities e-trading or central risk book backgrounds will also be considered if they meet the technical requirements. The position offers the opportunity to work on cutting-edge models and infrastructure in a fast-paced electronic trading environment, with a strong emphasis on responsible finance and ethical decision-making.
Travel Percent
Less than 10%
Functions
- Finance
- Operations