Quantitative Researcher (Systematic Credit)

My client is one of the largest and most prestigious Quantitative Trading Firms in the world with a growing Systematic Credit team here in New York City. What's the Job? The role centers on developing quantitative models, drawing on probability theory, statistical methods, and machine learning to make sense of how credit markets behave and evolve. From there, the work moves into alpha generation, where you'll combine systematic signals with trader intuition and real-time market context to refine existing strategies or design new ones from scratch. Day-to-day responsibilities also include managing the live deployment of those strategies, calibrating parameters, and reacting to unusual market conditions as they arise. The environment is highly collaborative, with regular cross-functional work alongside researchers and engineers, including direct involvement in components of the execution infrastructure. Compensation $500,000 - $1M+ Total Compensation depending on level of experience. Exposure to Profit and Loss Impact Extensive Medical, Dental and Vision Insurance Requirements Experience within Systematic Credit is highly desirable. Sharp analytical thinkers who enjoy reasoning through complex problems and have a genuine enthusiasm for using data to drive smart decisions Strong communicators who thrive in a fast-moving environment that depends on tight cross-team collaboration Comfortable working with sizable datasets in Python; background in C++ or another systems-level language is a nice bonus Self-starters who pick things up quickly and stay curious under a demanding pace Location This role requires you to work out of either the New York City office five days a week. They do cover relocation expenses if you are looking to move. #J-18808-Ljbffr Stabile Search