Position requires a Bachelors degree in Economics or Finance with 2 years of experience as an Analyst for a large 10b investment firm i developing risk premium strategies for equities; ii designing and implementing crossasset capital structure models using Python and SQL; iii developing software to extract, transform, and load ETL thirdparty vendor data to support production systematic trading processes; iv using thirdparty analytics for calculating prices and risks for corporate bonds and credit derivatives CDS; v building relativevalue trading signals for both equity and credit instruments corporate bonds and CDS, across both fundamental and technical input data; and vi building return forecast, transaction cost, and portfolio optimization models to manage a systematic credit portfolio. May work from various unanticipated locations. May work remotely from anywhere in the US.
Categories: eb3
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