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Quantitative Researcher - Credit Algo Trading (VP)

Quantitative Researcher - Credit Algo Trading (VP)

This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$200,000.00/yr - $250,000.00/yr

Direct message the job poster from Selby Jennings

Vice President - Quant Research & Trading Headhunter- Specialist in placing Systematic PMs, QRs, pricing and execution quants with leading Hedge…

Quantitative Researcher - Credit Algo Trading (VP)
We are partnered with a top Investment Bank franchise in Credit Algorithmic Trading. As the business continues to expand, the Algo QR team is adding headcount and investing in top-tier talent to drive the next phase of growth. This is a high-impact opportunity to work on cutting-edge models and infrastructure that power automated trading in corporate bond markets. This role is central to building and enhancing their automated market-making capabilities. You will develop advanced algo pricing models, analytics libraries, and risk frameworks to support auto-quoting and RFQ workflows in a fast-paced electronic trading environment
Key Responsibilities:

• Design and implement algorithmic pricing models for credit trading using numerical techniques such as Monte Carlo simulations and PDE solvers.
• Build and maintain analytics libraries for pricing, risk management, and automated market making.
• Analyze financial time series and market data to extract actionable insights for trading strategies.
• Collaborate closely with Traders, Structurers, Technologists, and Control Functions (Legal, Compliance, Risk, Audit).
• Ensure robust governance and risk management practices in all model development and deployment.
• Utilize Python and kdb+/q extensively for research, prototyping, and production implementation of trading algorithms.

Required Qualifications:

• PhD strongly preferred in Mathematics, Physics, Computer Science, or a related STEM/quantitative field.
• Deep expertise in both kdb+/q and Python - this is a non-negotiable requirement.
• 4-10 years of experience in quantitative modeling or analytics, ideally within financial markets.
  
• Strong programming skills in Python, kdb+/q, and familiarity with C++, C#, .NET, SQL.
• Solid understanding of statistics, probability theory, and numerical methods.
• Experience with credit algo trading or electronic trading analytics is preferred.
• Candidates from equities e-trading or central risk book (CRB) backgrounds will also be considered if they meet the PhD and technical requirements.

Additional Highlights:

• Work on auto-quoting and RFQ systems for corporate bond trading.
• Help shape the future of automated market making in credit markets.
• Exposure to a wide range of technologies and quantitative techniques.
• High visibility and collaboration across trading, risk, and technology teams.
• Strong emphasis on responsible finance, governance, and ethical decision-making.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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