Research Analyst, Global Macro

Role:

Research analyst on a credit-focused discretionary macro portfolio management team. The analyst will work directly with the PM to conduct fundamental bottoms up research to generate commercial trade ideas across the full credit spectrum-Investment Grade and High Yield corporate bonds and their derivatives.

Responsibilities:

* Build and maintain quantitative models for credit analysis, relative value identification, and risk management

* Develop automated data pipelines for market data, fundamentals, and alternative datasets

* Implement systematic signals and backtesting frameworks for trade idea generation

* Create portfolio analytics, risk monitoring tools, and scenario analysis capabilities

* Build relative value models across hundreds of securities in the credit universe

* Automate repetitive analysis and reporting to improve team efficiency

* Collaborate with the PM to translate investment hypotheses into testable quantitative frameworks

* Monitor model performance, validate assumptions, and iterate on approaches

Requirements:

* Bachelor's or Master's degree in computer science, statistics, mathematics, physics, engineering, or similar quantitative discipline

* Strong programming skills in Python (pandas, numpy, scipy, scikit-learn) and SQL

* Experience with data manipulation, statistical modeling, and time series analysis

* Understanding of financial markets, particularly fixed income and credit derivatives

* Ability to build production-quality code with proper testing and documentation

* Strong problem solving skills and attention to detail in quantitative work

* Good communication skills and ability to explain technical concepts to non-technical stakeholders

* Intellectual curiosity and passion for applying quantitative methods to financial markets

* Ability to take ownership of projects from conception to production

* Hard working competitive spirit

* Commitment to the highest ethical standards