Quantitative Strategist – Credit Derivatives Products - New York, New York
6 days ago

Job summary
We are seeking a Quantitative Strategist to develop alpha models for credit derivative products and their interactions with bonds ETFs equities and rates. This research-intensive role focuses on predictive signals across intraday to multi-day horizons with the opportunity to expand our alpha framework and directly influence trading strategies across credit and cross-asset markets.Responsibilities
- Alpha Research: Research and develop short- and medium-horizon alpha models for credit derivative products.
- Microstructure Modeling: Analyze RFQ dynamics flows and liquidity patterns to identify market microstructure inefficiencies that can be systematically captured.
Job description
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