Quantitative Credit Trading Desk Strategist - Executive Director

The Macro Credit Trading Desk is seeking an Executive Director-level

Front Office Quantitative Strategist (Strats) tojoin the trading deskand help drive the development of next-generation pricing, risk, and analytics toolsfor our macro credit derivatives business. The scope isglobal, covering key products including tranches, options, futures, and CDS index markets. This role combines strong quantitative depth with a trading mindset and the interpersonal skills to bridge

Trading, Sales, Technology, and Quantitative Research.

• New York, NY
• Reports directly to the Head of the Macro Credit Trading Desk

• Develop, manage, and trade quantitative strategies within macro credit products, contributing to day-to-day risk management and P&L outcomes.
• Represent Trading in the design, prioritization, and delivery ofnext-generation pricing/risk tools, coordinating across Technology, Quantitative Research, Sales, and other stakeholders to drive alignment and execution in a large, matrixed organization.
• Define quantitative requirements (assumptions, calibration approach, outputs, controls) and partner with Quantitative Research and Technology to ensure robust models and effective implementation.
• Enhance deskrisk transparency and decision-making(sensitivities, scenarios/stress testing, P&L driver analysis, hedging analytics) and help manage exposures.
• Partner with Sales/Trading ontrade support toolsand client-facing analytics (trade ideas, response tooling, transaction support).
• Mentor and manage junior strats, setting standards for execution, documentation, and research-to-production practices.

• Significant front-office strats/desk quantexperience, with demonstrated involvement inrisk management and trading(or direct support of risk-taking) in live markets.
• Advanced degree (Master’s/PhD preferred) in a quantitative field (Math/Stats/Physics/Engineering/CS/FE) or equivalent experience.
• Strong foundation in derivatives pricing and risk, including calibration and numerical methods; strong practical judgment for trading use-cases.
• Strong programming skills and ability to partner effectively with engineers (Python required; additional FO language a plus).
• Strong understanding ofmacro credit and credit derivatives, including familiarity with CDS index products; experience with tranches and/or credit options preferred.
• Excellent communication and stakeholder management across Trading, Sales, Technology, and Quantitative Research; thrives in a fast-paced environment.