What are the responsibilities and job description for the Credit Derivatives Quant position at Mondrian Alpha?
We have been retained by a hedge fund seeking a Front Office Quant Analyst to support its relative value trading team. This role involves developing quantitative models, conducting statistical research, and building tools to enhance trading decisions. It offers the opportunity to work closely with portfolio managers and traders, applying data-driven insights to structured credit markets.
The ideal candidate has experience in financial markets, structured credit, and derivatives, with strong skills in Python, SQL, and statistical analysis. A background in machine learning and data science is a plus. If you’re interested in a role that blends quantitative research, technology, and trading, feel free to reach out to learn more.
