Sr. Quantitative Researcher - Delta One Credit Strategies

A leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher. This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options and volatility franchise. This is a rare opportunity to help shape a build-out from the ground up rather than inherit a legacy book. What you'll focus on: Credit indices (CDX), credit ETFs, and Delta One products Mean reversion and trend-following signal research Cross-asset relative value and statistical/ML-driven alpha generation Taking research from idea to live production alongside the PM What they're looking for: Proven systematic research experience in macro and delta one credit products Track record designing and deploying mean reversion, momentum, or RV strategies Advanced degree in a quantitative field (Math, Stats, CS, Physics, Engineering) Comfort owning research end-to-end, from signal to live PnL This is a small, senior team (PM + 1 QR currently) - high visibility, direct PM access, and real ownership over a growing book. Not a large, siloed research org. Compensation is highly competitive and reflective of the seniority of the build-out. #J-18808-Ljbffr Selby Jennings