I'm working closely with a Quant Credit PM at a hedge fund who is looking to hire a Quant Researcher for his team.
The firm already has a centralised quant and development platform, so the role would involve working directly with the PM across the full research pipeline: from feature engineering and signal generation through to portfolio construction and execution.
Over time, there will also be the opportunity to run risk, creating a potential path toward a PM seat.
Requirements
* 2+ years of front-office research experience (ideally alpha, though other parts of the pipeline are also relevant)
* Experience in single-name credit is preferred; structured credit or other fixed income backgrounds are also welcome
* Sell-side profiles are encouraged to apply!
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