Location: New York,NY, USA
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 forworking closely with the Credit Trading desks, along with producing cutting edge models, analytics, reports and help drive automation. Job Responsibilities: 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 dataRequired 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 environmentPreferred Qualifications, Capabilities and Skills:Strong software development; Python skills, Tableau/UI and design aesthetics is a plus