Quantitative Researcher - Systematic Credit

About the job

Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities - Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models - Contribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc. - Proactively search for and prioritize new ideas and datasets for alpha potential - Contribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the…