- PhD or Master’s degree in Economics, Finance, Statistics, Mathematics, Physics, or other quantitative discipline
- 2+ years of experience developing statistical and fundamental alpha signals, risk factors for single name credit, equities, or options. Demonstrated ability to conduct research utilizing large data sets
- Experience with FICC, credit or option pricing models is preferred
- Experience with numerical optimization methods is a plus
- Solid programming skills: understanding of the object-oriented programming and CI/CD framework. Proficiency in Python, including with packages used for data research, best practices of coding style, etc.
- Strong communication skills
- Willingness to take ownership of his/her work, working both independently and within a team
The annual base salary range for this role is $150,000-$200,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.