The Quantitative Research Credit department is seeking an associate responsible for building quantitative models and delivering pricing, analytics and tools supporting decision making for the Credit business.

Job Summary:

As a Quantitative Research - Credit - Associate, you will be responsible for collaboration with desks, model development, analytics generation, report production, and contribution to automation advancement.

• Apply state of the art analytics to both voice and automated trading, drive business profitability systematically with models and data
• Develop and maintain models, methodologies, and infrastructure to provide quantitative models to Trading in Credit asset classes
• Create various tools, analytics and pricing reports for Trading
• Day-to-day support for the Trading desk to address any issues related to models or data

Required Qualifications, Capabilities and Skills:

• PhD, MS, or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Data Science, Physics, Engineering
• Excellence in time series analysis, probability theory, numerical analysis, and Machine Learning techniques
• Proven experience in Credit modeling / analytics or related area and trading automation / optimization
• Knowledge and work experience in Credit financial products
• Excellent communication skills, both oral and written
• Ability to work in a fast paced trading floor environment

Preferred Qualifications, Capabilities and Skills:

Strong software development; Python skills, Tableau/UI and design aesthetics is a plus