Description
We are seeking a Credit Algo Quant to provide quantitative tools, analysis, and support to the GSP algorithmic trading desks. You will develop, deliver, and support advanced mathematical and data-driven models for credit electronic trading.
Responsibilities:
- Research, develop, and implement mathematical models for price and risk of corporate bonds as part of electronic trading algorithms.
- Improve existing models, tools, and operational frameworks.
- Support ad-hoc requests for quantitative tools and analysis from corporate bond electronic trading desk.
- Document products and models.
- Work closely with risk and control functions to achieve and maintain formal validation of models for official reporting.
Requirements:
- Post-graduate degree in a quantitative area such as mathematics, physics, finance, engineering, or computer science.
- At least 3 years of experience providing quantitative support to trading desks.
- Knowledge of corporate bond products and markets and experience with electronic trading.
- Strong numerical and analytical programming skills.
- Strong written and verbal communication skills.
- The ability to approach novel problems systematically and with tenacity.
Benefits:
- A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable.
- Leaders who support your development through coaching and managing opportunities.
- Ability to make a difference and lasting impact.
- Work in a dynamic, collaborative, progressive, and high-performing team.
- A world-class training program in financial services.
- Flexible work/life balance options.
- Opportunities to do challenging work.
- Opportunities to take on progressively greater accountabilities.
- Access to a variety of job opportunities across business and geographies.
Salary: $85,000 - $160,000 per year, depending on factors including but not limited to the candidate's experience, skills, registration status, market conditions, and business needs.