Credit Quantitative Analyst/Data Scientist - Assistant Vice President

Responsibilities:

• As part of the Global Spread Products FinTech quant team, work closely with Traders, Sales and Technology professionals in Global Spread Products with a primary focus in the credit space to build analytics and processes that enhance the way we service clients

• Create, implement, and support quantitative models for the credit trading business leveraging a combination of meticulous data analysis, traditional statistical reasoning, and advanced machine learning techniques

• Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization

Qualifications:

• Demonstrated experience applying statistical and/or machine learning techniques

• Strong technical/programming skills: Python, SQL desired. kdb+/q, C++ and JavaScript are nice to have

• Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources

• Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

Education:

• Master’s/PhD degree in a quantitative field

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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