Sr. Quantitative Researcher - Delta One Credit Strategies

What you'll focus on

• Credit indices (CDX), credit ETFs, and Delta One products
• Mean reversion and trend-following signal research
• Cross-asset relative value and statistical/ML-driven alpha generation
• Taking research from idea to live production alongside the PM

What they're looking for

• Proven systematic research experience in macro and delta one credit products
• Track record designing and deploying mean reversion, momentum, or RV strategies
• Strong statistical/ML toolkit - Python required, C++/kdb+q a plus
• Advanced degree in a quantitative field (Math, Stats, CS, Physics, Engineering)
• Comfort owning research end-to-end, from signal to live PnL

This is a small, senior team (PM + 1 QR currently) - high visibility, direct PM access, and real ownership over a growing book. Not a large, siloed research org. Compensation is highly competitive and reflective of the seniority of the build-out.