Senior Credit Quant Strategist - Macro Trading & Markets
Selby Jennings
Selby Jennings is seeking a Credit Quantitative Strategist at the VP or ED level for their credit desk in New York. This role involves developing trade ideas and market commentary, building metrics to identify pricing dislocations, and collaborating with traders and sales teams. Candidates should have over 4 years of experience in a quantitative strategist role, a strong understanding of credit markets, and proficiency in Python or C++ for quantitative analysis. This is a high-visibility position at a leading global investment bank. #J-18808-Ljbffr Selby Jennings
Vacancy posted 2 days ago
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