Systematic Credit Trader: Data-Driven Market Making

A leading proprietary trading firm is seeking a candidate experienced in developing systematic high-yield and investment-grade trading strategies. The successful candidate will work at the intersection of trading, research, and engineering, enhancing market-making processes. Responsibilities include building frameworks for signal generation, collaborating with engineering teams, and performing transaction cost analyses. Required qualifications include 3–8 years in credit trading and proficiency in Python programming, with a focus on automation and risk analytics.

This is an exciting opportunity in the fast-paced credit markets.
This is an excellent position to take on the Systematic Credit Trader:
Data-Driven Market Making role at J K Barnes. The position is based in IL, United States. This opportunity is part of our work in Finance. The advertised compensation is 120.. We aim to respond to suitable candidates as soon as possible.