Identify opportunities to enhance efficiency and automation within the desks.
Improve the effectiveness of our risk management practices.
Clarify model behavior, conduct scenario analyses, and develop quantitative tools to support analytics efforts.
Collaborate in creating models that screen and assess the quality of assets and obligors.
Ensure comprehensive documentation of all ideas and either implement solutions directly or coordinate with the broader team for execution.
Create model documentation that adheres to internal policies and regulatory standards.
Work alongside model control teams to ensure timely and efficient model reviews and approvals.

Advanced degree in mathematics, statistics, physics, financial engineering, computer science, or a related field.
Minimum of 5 years in roles supporting fixed income market-making desks, or equivalent experience in both sell-side and buy-side environments.
Strong analytic, quantitative, and problem-solving capabilities.
Familiarity with credit products and modeling techniques.
Proficient in software design and data science, particularly with Python.
A keen interest in understanding our business, models, and infrastructure.
Capable of performing effectively in high-pressure situations.
Strong focus on delivering high-quality results with meticulous attention to detail.

Quantitative Research Credit Vice President