Tech - Quantitative Strategist - Credit Focus

Soros Fund ManagementNew York, NY
5d$175,000 - $225,000

About The Position

We are seeking a Quantitative Strategist to partner with our credit portfolio managers to generate insights that drive investment strategies and improve desk performance. This role emphasizes rigorous research, testing, and interpretation of results. Success requires creativity in scoping research problems, discipline in testing hypotheses, and the ability to communicate findings clearly to investment decision-makers.

Requirements

  • Bachelor’s Degree in a STEM field. Advanced degree preferred.
  • 5+ years of relevant work experience in a front office quantitative role
  • Familiarity with credit markets, including investment‑grade, high‑yield, and CDS markets; strong understanding of credit curves, OAS/z‑spread measures, relative‑value frameworks, and bond‑level analytics such as DV01, carry/roll, and curve fitting.
  • Strong proficiency in Python and scientific libraries (NumPy, Pandas, SciPy, scikit‑learn); capable of writing production‑quality code with testing and documentation.
  • Experience working with modern compute and engineering stacks such as version control (Git), CI/CD pipelines, Docker, and workflow orchestration tools.
  • Experience designing and testing predictive models with large financial datasets.
  • Excellent communication skills targeting technical and non-technical audiences.

Nice To Haves

  • Exposure to structured products (CLO, ABS, RMBS) and concepts such as prepayment, credit migration, recovery assumptions, default modeling, or hazard rates is a strong plus.

Responsibilities

  • Replace the desk’s legacy excel based infrastructure with modern, Python-based, architecture
  • Assist with desk strategy and workflows
  • Analyze large datasets (market, economic, alternative) to extract actionable insights that inform trading strategies
  • Contribute to desk P&L and risk reporting infrastructure and reporting
  • Work with our PM teams on quantitative research projects
  • Partner with broader quant team to build out signal back-testing and data analysis infrastructure
  • Build visualization tools for signal, research, and back-testing
  • Automate research and order generation workflows
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