Credit Portfolio Group Quantitative Research Associate

What you'll do

• Design and deploy AI, LLM, and generative AI agent-based tools to support trading workflows and market analysis.
• Implement machine learning techniques to enhance market-making algorithms, quoting tools, and portfolio optimization strategies.
• Identify and integrate emerging AI capabilities into the desk's daily operations to provide a quantitative edge.
• Analyze credit portfolio data to identify concentrated exposures and determine optimal hedging strategies.
• Automate trading desk risk reports and position reporting to streamline workflows and accelerate digital transformation.
• Build and enhance infrastructure for trade support, credit curve reconciliation, and loan sale execution.
• Manage the full model lifecycle from specification and development through to implementation in risk and P&L systems.
• Coordinate with model control teams to ensure all models comply with internal policies and industry regulations.

What we're looking for

• An advanced degree in mathematics, statistics, physics, financial engineering, computer science, or an equivalent subject.
• At least 4 years of experience in a quantitative research, markets, or analytics-focused role supporting a fixed income, credit, or lending desk.
• Hands-on experience building and deploying AI agents, machine learning, or LLM-based applications for financial markets or trading workflows.
• Hands-on experience in portfolio optimization using relevant software and tools.
• Strong software design and data science skills with proficiency in Python.
• Exceptional analytical, quantitative, and problem-solving skills with a passion for credit markets.
• Excellent written and verbal communication skills to convey complex concepts to technical and non-technical stakeholders.
• Ability to work in high-pressure environments with strong attention to detail and focus on quality.