Quantitative Credit Strategist - Global Investment Bank

A leading global investment bank is looking to add a Credit Quantitative Strategist at the VP or ED level to their credit desk in New York. This is a high-visibility role sitting at the intersection of quantitative research, trading, and client advisory, with broad exposure across macro credit products. Responsibilities Develop trade ideas and market commentary across macro credit products to support client risk-taking decisions Build metrics and indicators to identify pricing dislocations and benchmark against current market dynamics Partner with the credit trading desk to support marketing efforts and expand the macro credit and credit derivatives franchise Collaborate closely with traders, sales, and structuring teams on live market activity Background 4+ years of experience in a quantitative strategist or related role at a top-tier investment bank Strong understanding of credit markets with an emphasis on macro credit and credit derivative products (CDS, CDX, options, etc.) Proficient in Python and/or C++ for quantitative research, analysis and tooling Strong communication skills with the ability to translate complex quantitative findings into actionable market concepts for traders and clients #J-18808-Ljbffr Selby Jennings