Credit Quant

Hedge Fund

New York, US

Why this role

Pace

Steady

Collaboration

High

Autonomy

Medium

Decision Impact

Team

Role Level

Individual Contributor

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

research and implement new trading strategies
analyze existing strategies to identify potential improvements
develop risk models and frameworks to manage portfolio risks

Typical background

Advanced degree in Science, Math, Engineering or other quantitative field

Transferable backgrounds

Coming from quantitative analyst
Coming from risk management

Skills & requirements

Required

Credit ProductsFixed Income Risk ManagementProgramming Skills (c/c++, Python)

Preferred

Experience With Special Purpose Security Hardware Such As Tpms And HsmsFundamental Understanding Of Network Protocols

Stack & domain

C/c++PythonCredit ProductsFixed Income RiskTrading StrategiesRisk Models

About the role

Original posting from Hedge Fund via LinkedIn

THE ROLE
We seek a seasoned Credit Quant. You will work in a collaborative environment alongside traders, quants and seasoned software engineers. You will gain exposure to numerous teams across time zones and have the chance to grow within a high functioning team.
Research and implement new trading strategies
Analyze existing strategies to identify potential improvements
Develop risk models and frameworks to manage portfolio risks
Create tools to automate research tasks and improve visualization of complex data sets
THE CANDIDATE
Strong knowledge of credit products and managing fixed income risk
We are open to looking at various profiles from both buy and sell side
Strong knowledge of credit products and managing fixed income risk
Advanced degree (preferably PhD) in Science, Math, Engineering or other quantitative field
Ability to express ideas mathematically and algorithmically
Programming skills (especially C/C++ and Python)

Source: Hedge Fund careers (LinkedIn)