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VP Credit Cash Algo Quant

2 months ago


Manhattan, United States Selby Jennings Full time

Title: VP Credit Cash Algo Quant

Salary: $400,000

A top leading investment bank is looking to bring on a VP Credit Cash Algo Quant to join the team. This is a growing business for the firm and the group is looking for someone with strong Investment Grade bond algo trading experience. The ideal candidate will have a strong background in ML modeling and alpha signal generation coming from a market making team. This is a newer business for the firm and a great opportunity to join a team where you can make an impact as the leading desk quant.

Qualifications:

  • MS/MSc and PhD in a quantitative field of study (mathematics, statistics, physics, engineering, etc.)
  • 3+ years of experience in Investment Grade bond algo trading
  • Hands on experience developing models and analytics
  • Strong Python programming skills & knowledge of C++

Responsibilities:

  • Work directly with the traders
  • Build tools & ML models to drive profit
  • Conduct alpha signal generation and help come up with optimal trading strategies