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Sr. Quantitative Researcher - Delta One Credit Strategies
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What they do
A Financial Quantitative Analyst develops mathematical or statistical models used in the financial sector. Applies models and quantitative methods to analyze securities or other business data; provides analysis used to inform investment and trading strategies and manage risk.
$132,420 / year median in New York
-5% projected decline
Job Description
Sr. Quantitative Researcher - Delta One Credit Strategies Selby Jennings - 3.0 New York, NY Job Details Full-time $300,000 - $800,000 a year 1 hour ago Qualifications Python Full Job Description Sr. Quantitative Researcher - Delta One Credit Strategies A leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher. This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options and volatility franchise. This is a rare opportunity to help shape a build-out from the ground up rather than inherit a legacy book. 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.