My client, a multi-billion dollar multi-strat fund, is looking to hire an alpha generating QR with a specialized focus on Credit Default Swaps (CDS), CDS options, tranches, and related instruments.
This role will present the opportunity to develop, implement, and take ownership of trading strategies that you build and sits within a team that takes a discretionary approach with a strong quant bend, not fully systematic but highly data-driven.
Ideal candidates have 2+ years of direct alpha generating experience on the buyside and will be will to make a large day one contribution on a lean and growing team led by one of the firms partners.