Head of Systematic Credit Strategy Team (USA)

Company: Trexquant Investment
Location: Stamford
Posted on: November 10, 2024

Job Description:

We are looking for an experienced credit investment specialist to develop strategies and lead our Quantitative Credit Team. In this role, you will be responsible for leading a team of researchers in researching, implementing, and trading profitable credit based systematic strategies within Trexquant's core product. Your work will expand our existing systematic credit program and proliferate credit as a meaningful asset class in our proven quantitative processes.Responsibilities

• Expand our existing program by further identifying data useful for building and backtesting proposed credit trading strategies, along with the pipelines to feed datasets into our research and trading platforms.
• Work with the development team to improve accuracy, robustness, and speed of our platform in simulating and trading proposed credit based strategies.
• Develop credit based strategies and partner with the execution and financing teams to optimize execution of strategies, harmonizing with existing investments and asset classes.
• Align with the risk team to establish monitoring and controls for credit specific risk exposures as well as capital allocation among our incumbent strategies.
• Lead the Quant Credit Team to continually add, enhance and monitor credit alphas for the ongoing profitability and scale of the team's strategies.
• Regularly present to senior management to collaborate and align quantitative credit research with overall trading and investment strategies.Minimum Requirements
• 5+ years of experience in researching and trading quantitative credit based strategies.
• Experience managing or leading a team of quant researchers.
• Strong quantitative skills.
• Proficiency in Python.
• Bachelor's, Master's, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields.Benefits
• Competitive salary, plus bonus based on individual and company performance.
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
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Keywords: Trexquant Investment, Springfield , Head of Systematic Credit Strategy Team (USA), Other , Stamford, Massachusetts