Job Description
Responsibilities: - Develop and manage systematic trading strategies across corporate bonds, CDS, credit indices, ETFs, and related credit products. - Research and implement quantitative alpha signals using market, fundamental, macroeconomic, and alternative data. - Design, backtest, and enhance models for credit spread forecasting, relative value, carry, momentum, and event-driven opportunities. - Construct and optimize portfolios while managing credit, liquidity, factor, and macro risk exposures. - Analyze large-scale credit and cross-asset datasets to identify scalable trading opportunities and improve strategy performance. - Monitor market developments, portfolio performance, and risk metrics, conducting attribution and stress testing to ensure strategy robustness. - Contribute to the development of new systematic credit investment strategies across global markets. Qualifications: - 3+ years of experience trading systematic credit strategies at a hedge fund, asset manager, bank, or proprietary trading firm. - Strong understanding of corporate credit markets, fixed income products, CDS/CDX/iTraxx indices, and credit derivatives. - Expertise in quantitative modeling, statistical analysis, and machine learning applications in credit investing. - Proficiency in Python and experience working with large financial datasets and quantitative research platforms. - Demonstrated track record of generating alpha and managing risk in systematic credit portfolios.