Rosehill Search, a leading finance recruitment agency, is seeking a skilled Credit Algo Quant for a Tier 1 Bank in New York.
In this role, you will be responsible for developing and implementing credit algorithmic models, with a focus on optimizing credit portfolios and assessing risk. You may also contribute to portfolio pricing strategies to ensure robust valuation and performance.
Responsibilities
Develop and implement credit algorithmic models to accurately price credit-related assets and instruments.
Analyze and manage credit portfolio risks, ensuring potential exposures are identified and mitigated.
Conduct performance analysis on credit portfolios, utilizing various financial metrics to identify strengths and areas for improvement.
Optimize credit asset allocation using advanced optimization techniques to achieve the best risk-adjusted returns.
Stress-test credit portfolios against different market scenarios and adverse conditions to prepare for potential future risks.
Requirements
Master's or Ph.D. in a quantitative discipline such as Finance, Economics, Mathematics, Statistics, Physics, Engineering, or Computer Science.
3+ years of full-time experience in a quantitative role within a top financial institution, preferably focused on credit algorithms.
Proven track record of developing and implementing quantitative models for credit asset valuation and risk management.
Proficiency in programming languages such as Python, R, C++, or MATLAB.
Strong understanding of credit instruments, market dynamics, and credit risk management.
Experience with statistical analysis, machine learning techniques, and data visualization tools.
Exceptional analytical and problem-solving skills with the ability to interpret complex data and derive actionable insights.
Attention to detail and a strong commitment to accuracy and quality.
Our client is an equal opportunity employer and does not discriminate on the basis of any category protected by law. We encourage applications from all qualified individuals.
How to Apply
Send your CV to Danial at danial@rosehillsearch.com, indicating the position "Credit Algo Quant" in the subject line. Alternatively, use the easy apply button on LinkedIn and attach a copy of your CV.