Quantitative Researcher - Systematic Credit

Responsibilities

• Independently conduct quantitative research, adopting a rigorous approach and using statistical and structural models
• Contribute 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 potential
• Contribute 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 discipline
• 2+ 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 sets
• Experience with FICC, credit or option pricing models is preferred
• Experience with numerical optimization methods is a plus
• Solid 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 skills
• Willingness to take ownership of his/her work, working both independently and within a team

Benefits

Additional Information

Role Quantitative Researcher for a new team focused on systematic corporate bond and credit derivatives strategies.

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Company Intel

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