Senior Credit Quant Lead for Front-Office Trading

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

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.