Quantitative Researcher - Systematic Credit

Apply Now Experience Experienced Professionals Location New York | Chicago Focus Systematic Investing Business Cubist Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies. Responsibilities Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural modelsContribute to all aspects of the research and production process, including implementation of fitting tools; data organization; generation of alphas, risk and TC models; P&L attribution, etc.Proactively search for and prioritize new ideas and datasets for alpha potentialContribute to continuous improvement of the investment process and infrastructure in collaboration with the portfolio managers, developers and traders on the team Requirements PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data setsExperience with FICC, credit or option pricing models is preferredExperience with numerical optimization methods is a plusSolid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc. Strong communication skillsWillingness to take ownership of his/her work, working both independently and within a team The annual base salary range for this role is $150,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things. Apply Now Job Application Checklist Résumé Apply Now Still Exploring? Browse Open Roles