Director Credit Quant

Selby Jennings; New York (NY); On-site; USD 500,000 - 600,000; Full time

Job summary

Selby Jennings is seeking a Director of Credit Quantitative Analytics to lead a team of quants supporting the Credit Flow Trading Desk. You will own pricing, risk, P&L attribution, and quantitative analytics across corporate bonds, CDS, CDX, and other flow credit products.

The role partners with Trading, Technology, and Risk, driving development of credit trading and risk platforms, with a strong emphasis on production-grade analytics and scalable systems.

Qualifications

• 10+ years of experience supporting Credit Trading or Credit Derivatives businesses.
• Prior experience managing quantitative teams of 5+ individuals.
• Strong expertise in corporate bonds, CDS, CDX, and credit pricing and risk analytics.
• Deep understanding of credit modeling, hazard-rate frameworks, and P&L attribution.
• Strong programming skills in C++ and Python experience developing production-grade analytics.
• Experience partnering directly with Front Office Trading desks.
• Excellent communication, stakeholder management, and leadership skills.

Responsibilities

• Lead and mentor a team of quantitative analysts and developers.
• Partner directly with Credit Traders to deliver pricing, valuation, risk, and P&L analytics.
• Develop and enhance models for corporate bonds, CDS, and credit index products.
• Lead model development from design through implementation, validation, and production deployment.
• Collaborate with Technology to build scalable front-office trading and risk systems.
• Manage strategic quantitative projects and deliver enhancements to trading and risk infrastructure.

Skills

C++

Python

Leadership

Team management

Credit pricing

P&L attribution

Job description

Salary: USD500000 - USD600000 per year

A leading global investment bank is looking to insert a level of seniorityand hire a Director of Credit Quantitative Analytics to lead a team of quants supporting the Credit Flow Trading Desk . This front-office role will be responsible for pricing, risk, P&L attribution, and quantitative analytics across corporate bonds, CDS, CDX, and other flow credit products. The individual will partner closely with Trading, Technology, and Risk teams while driving the development of their credit trading and risk platforms.

Responsibilities

• Lead and mentor a team of quantitative analysts and developers.
• Partner directly with Credit Traders to deliver pricing, valuation, risk, and P&L analytics.
• Develop and enhance models for corporate bonds, CDS, and credit index products.
• Lead model development from design through implementation, validation, and production deployment.
• Collaborate with Technology to build scalable front-office trading and risk systems.
• Manage strategic quantitative projects and deliver enhancements to trading and risk infrastructure.

Requirements

• 10+ years of experience supporting Credit Trading or Credit Derivatives businesses.
• Prior experience managing quantitative teams of 5+ individuals.
• Strong expertise in corporate bonds, CDS, CDX, and credit pricing and risk analytics.
• Deep understanding of credit modeling, hazard-rate frameworks, and P&L attribution.
• Strong programming skills in C++ and Python experience developing production-grade analytics.
• Experience partnering directly with Front Office Trading desks.
• Excellent communication, stakeholder management, and leadership skills.