We are looking for a Credit Vol Quant Researcher to join a leading hedge fund in New York or Stamford. The role will focus on quantitative research across credit and volatility markets, developing models and systematic approaches to identify relative-value and trading opportunities across a broad range of instruments.
You will conduct research into market dynamics, develop and test predictive and pricing models, analyze complex datasets, and work closely with portfolio managers and other researchers to turn quantitative insights into actionable strategies. The ideal candidate will combine strong mathematical and statistical skills with an understanding of derivatives, volatility, or credit markets, as well as excellent programming capabilities. This is a high-impact research role with close proximity to investment decisions and live trading.
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