Quantitative Researcher, Systematic Credit (Alpha Research)
Miami, FL
A leading global quantitative trading firm is hiring Quantitative Researchers to join a growing systematic credit team focused on alpha generation. This team operates at the intersection of machine learning and financial markets, developing models that drive trading decisions across intraday to medium-term horizons.
Role Overview
You will be responsible for researching and developing systematic trading signals within macro-driven markets, with a primary focus on credit. The role is highly research-driven, with a strong emphasis on applying machine learning techniques to uncover predictive signals and improve portfolio performance.
Key Responsibilities
• Conduct original research to identify and develop systematic alpha signals
• Apply machine learning and statistical techniques to large financial datasets
• Collaborate closely with trading and engineering to implement strategies
• Analyze market behavior and refine models across multiple time horizons
• Contribute to the full research lifecycle from ideation through production
Candidate Profile
• 3+ years of experience in systematic alpha research
• Strong background in machine learning and quantitative methods
• Experience working with large datasets and building predictive models
• Background in macro trading strategies, including credit, futures, or FX
• Systematic approach is essential
• Solid understanding of probability, statistics, and optimization
• Strong programming skills (Python required; C++ a plus)
• Exceptional academic background; PhD strongly preferred
Additional Attributes
• Demonstrated ability to drive independent research
• Strong intellectual curiosity and problem-solving mindset
• Track record of delivering impactful research in a production environment
Location Requirements
• Based in Miami; candidates must have a clear motivation to relocate
