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VP/Director, Quantitative Trading Strategist - US Credit Desk

New York, New York

Job Description:

Quantitative Strategist/Developer for the Credit Desk in NY

Job Description:

Overview: 

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the credit desks (EM, bonds, derivatives, structured products) within the GBAM business. The team is responsible for direct support of traders. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to maximize trader efficiency.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Working on optimal portfolio selection and automated portfolio quoting
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of bond and credit derivative products, understanding of derivatives pricing models
  • Experience with large dataset analysis
  • Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
  • As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Quantitative Strategist/Developer for the Credit Desk in NY

Job Description:

Overview: 

The role is in the Quantitative Strategies Group (QSG) with a focus on serving the credit desks (EM, bonds, derivatives, structured products) within the GBAM business. The team is responsible for direct support of traders. The team covers development and maintenance of analytical desk tools and pricing models, implementation in the analytics platform as well as their delivery and support across the different desks. The specific role we are looking to fill will be in close interaction with the trading desk and developing tools to maximize trader efficiency.

Responsibilities:

  • Develop and maintain desk tools in Python
  • Develop the analytics library in C++
  • Support the trading desk with use of existing models, developing new strategies
  • Working on optimal portfolio selection and automated portfolio quoting
  • Analysis of large data sets and distilling the information contained within
  • Developing hedging strategies and backtesting their performance
  • Work closely with partners from other desks, e.g. XVA
  • Work closely with the technology team in order to deliver the analytics in the new system as well as improve performance where necessary

Competencies we look for:

  • Strategic Thinking: Intellectual curiosity, Business knowledge, Innovation & Creativity
  • Business Results: Analytical ability, timely delivery of results
  • People leadership: Collaboration and team work
  • Personal Effectiveness: Strong communication skills, energy, commitment and dedication

Skills we look for:

Essential Skills

  • PhD or Master’s Degree in a quantitative discipline
  • Experience in both Python and C++ is highly desirable.  As a minimum experience with object orientated programming and previous experience in either Python or C++ is required. 
  • Knowledge of working within a structured software development environment.  Use of source code control systems, continuous integration environments, testing, release processes, etc.
  • Rigorous problem solving skills

Nice to have

  • Knowledge of bond and credit derivative products, understanding of derivatives pricing models
  • Experience with large dataset analysis
  • Good conduct and sound judgment is crucial to our long term success. It’s important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
  • As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21043245

Band: H5

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Christina Rodgers

Referral Bonus:

0

Street Address

Primary Location:
ONE BRYANT PARK, NY, New York, 10036