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Alpha Search Advisors · 2 weeks ago

VP of Quantitative Research (Credit)

New York, NY

Full-time

Onsite

Lead/Staff, Director/Executive

3+ years exp

Alpha Search Advisors is seeking a highly skilled and motivated Vice President to join their Credit Quantitative Research team. The role involves developing quantitative models and analytics for municipal bonds while integrating AI/ML methodologies to enhance trading strategies.

Staffing & Recruiting

Responsibilities

Develop, enhance, and support quantitative models and analytics for municipal bonds and municipal derivatives

Collaborate with market makers, traders, and other stakeholders to support trading activities and strategies

Analyze market trends and large datasets, translating them into actionable insights using various methodologies relevant to the projects

Design and implement tools and systems end-to-end, ensuring that models and analytics comply with industry best practices

Foster a deep understanding of how different parts of the business connect and contribute to overall success

Drive projects with a keen eye from a quantitative research perspective, ensuring they progress in the right direction for long-term success

Qualification

Quantitative researchStatistical modelingFixed-income marketsPython programmingAI/ML methodologiesTime-series data modelingDerivatives pricingAnalytical skillsCommunication skillsCollaborative skills

Required

A post-graduate degree in a STEM discipline (e.g., Mathematics, Physics, Engineering, Computer Science) with hands-on experience in statistical modeling

Minimum 3–5 years of direct experience in a quantitative research or related role within the financial industry

Knowledge of fixed-income markets and credit-related products, e.g., corporate bonds and/or municipal bonds

Proficiency in working with large codebases and programming languages such as Python, including pandas/numpy

Excellent analytical skills with strong attention to detail and a systematic approach to problem-solving, with a willingness to explore new ideas

Ability to work collaboratively in a fast-paced, dynamic environment, while also demonstrating independent and critical thinking skills, as well as exceptional organizational capabilities

Strong communication skills to effectively convey complex concepts to non-technical stakeholders

Preferred

Expertise in time-series data modeling, with the ability to experiment with and apply various modeling techniques to enhance predictive accuracy and insights

Expertise in derivatives pricing, with focus on interest rate and credit products and models