A $3bn quant fund in NY is currently hiring into one of their one their top systematic credit teams. More specifically, this PM is looking for someone with a quant/data science background who can help with signal research across the corporate credit markets. This individual must have a computational background working with and manipulating large data sets. This opportunity offers close mentorship and coaching from the PM and his team and has the potential fast track someone to becoming a co-PM/PM in the systematic credit space long term.
Responsibilities:
- Apply statistical analysis techniques to enable data driven investment decisions
- Manipulate large data sets to produce insights in corporate credit space
- Develop, back test and optimize credit systematic trading models to be implemented into live trading
- Engage in the entire investment process
Requirements:
- Minimum of 3 years of relevant experience in a quantitative role (credit or FICC preferred)
- Experience conducting data analysis on large scale data sets (1+ TB)
- Python proficiency
- Advanced degree in a STEM discipline
- Excellent verbal and written communication skills
- Knowledge of advanced statistical techniques such as machine learning
- Knowledge of advanced computing methods such as distributed and/or high-performance computing is a bonus!
