Quantitative Researcher - Convertible Bonds
About The Position
Squarepoint Services US LLC seeks a Quantitative Researcher - Convertible Bonds for its New York, New York location. This role involves researching investment opportunities, executing trades, managing risk, and overseeing the lifecycle of positions in the U.S. convertible bond space. The position also includes building custom trading tools, optimizing risk systems, and integrating quantitative and fundamental strategies. The researcher will use screener systems to analyze multiple quantitative and qualitative factors to automatically identify the best investment opportunities and utilize internal APIs to collect, store, and extract historical market data.
Requirements
- Master’s degree or foreign equivalent in Finance, Economics, Mathematics, Engineering
- 2 years of experience as a Quantitative Researcher, Investment Process Associate, or related position for an investment/asset management organization
- At least two (2) years of employment experience with conducting quantitative research and developing trading strategies focused on convertible bonds and credit markets
- At least two (2) years of employment experience with designing and implementing pricing models and relative value strategies
- At least two (2) years of employment experience with analyzing corporate fundamentals and credit risk
- At least two (2) years of employment experience with executing trades and managing positions
- At least two (2) years of employment experience with developing automated tools and systems for monitoring the CB universe, screening for opportunities, measuring risk and monitoring trading costs/volumes
- At least two (2) years of employment experience with implementing hedging strategies
- At least two (2) years of employment experience with monitoring portfolio risk and performance
Responsibilities
- Research investment opportunities
- Execute trades
- Manage risk
- Oversee the lifecycle of positions in the U.S. convertible bond space
- Build custom trading tools
- Optimize risk systems
- Integrate quantitative and fundamental strategies
- Use screener systems to analyze multiple quantitative and qualitative factors to automatically identify the best investment opportunities
- Utilize internal APIs to collect, store, and extract historical market data
- Conduct quantitative research and develop trading strategies focused on convertible bonds and credit markets
- Design and implement pricing models and relative value strategies
- Analyze corporate fundamentals and credit risk
- Develop automated tools and systems for monitoring the CB universe, screening for opportunities, measuring risk and monitoring trading costs/volumes
- Implement hedging strategies
- Monitor portfolio risk and performance
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
