Quantitative Researcher - Systematic Credit

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About this role

Quantitative Researcher - Systematic Credit Chicago, New York 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 team Requirements - PhD or Master's degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline - 2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data sets - Experience with FICC, credit or option pricing models is preferred - Experience with numerical optimization methods is a plus - Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc. ­ - Strong communication skills - Willingness to take ownership of his/her work, working both independently and within a team The annual base salary range for this role is $150,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary

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