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Credit Quantitative Analyst, New York

Company:
Redstone Commodity Search
Location:
New York, New York, United States
Salary:
GBP 80,000-120,000
Posted:
December 08, 2016
Description:

Redstone Commodity Search focus on offering 360 search solutions to the global commodities markets. With a competitive coverage of Trading Houses, Producers, Majors, Utilities, Merchants, Hedgefunds, Investment Banks and Brokerages; Redstone Commodity Search can confidently offer you an edge in today’s volatile market.

Redstone Commodity Search are working with a multi-strat hedge fund looking for quantitative analyst focused on credit derivative products.

Key Responsibilities / Tasks

•Creation and implementation of systematic trading strategies for credit derivatives, including CDS and CDX index products, to generate real alpha

•Responsible for debugging and backtesting strategies; double checking consistency of the results of similar models

•Maintain successful execution of trading strategies in live trading environment; making use of signals to distinguish alphas from noise

•Frequent interaction with trading and operations teams to ensure streamlined and successful execution of ideas

•Role reports to Head of Trading

Key Qualifications / Experience

•Candidates must possess a PhD from a highly ranked institution in a quantitative field (Economics, Mathematics, Physics, Computer Science, Engineering)

•Excellent programming skills (C/C++/MatLab/Python)

•At least 2 years’ prior experience in a similar position, with a focus on credit derivatives products

•Must have an understanding of algorithms and optimization theory

•Based in (Happy to relocate)

Keywords: credit, CDS, CDX, credit default swaps, credit index, trading, systematic, algorithmic, quantitative, quant, research, trader, Strategist, fixed income, Derivatives, C, C++, programmer, programming, analyst, United States, New York, Redstone Commodity Search

If you match the job description and are keen on applying for this role; please send us a copy of your resume/cover letter to commodities@redstonesearch.com or submit your application through the Vacancy Form.