Credit Execution Quant Researcher: Trading Analytics Lead

Selby Jennings; New York (NY); On-site; USD 200,000 - 250,000; Full time

Job summary

Selby Jennings is seeking a VP-level Execution Quant Researcher for Credit in New York to lead research on liquidity, market impact, and transaction cost analysis.

You will develop models using TRACE and market data, partner with traders and PMs, and advance production deployment of research into trading desks.

Ideal candidates have strong quantitative skills, experience in fixed income, and familiarity with Python or kdb+/Databricks.

Qualifications

• Experience in quantitative research, trading, portfolio management, or market structure analysis in credit or fixed income.
• Strong statistical and analytical skills; ability to solve complex problems.
• Knowledge of machine learning and AI applications in execution research.
• Excellent communication skills and ability to influence traders and stakeholders.

Responsibilities

• Lead the credit execution research agenda on liquidity and market impact.
• Develop quantitative models using trade, quote, and market data.
• Partner with credit traders and PMs to translate challenges into research.
• Enhance execution analytics platforms with new models and data.
• Monitor credit market structure and liquidity trends.
• Collaborate with researchers, developers, and trading teams to deploy research.

Skills

Quantitative research

Trading experience

Portfolio management

Market structure analysis

Statistical analysis

Machine learning

Tools

Python

kdb+/q

Databricks

Job description

Selby Jennings is seeking a VP-level Execution Quant Researcher for Credit in New York to lead research on liquidity, market impact, and transaction cost analysis.

You will develop models using TRACE and market data, partner with traders and PMs, and advance production deployment of research into trading desks.

Ideal candidates have strong quantitative skills, experience in fixed income, and familiarity with Python or kdb+/Databricks.