GBM - Systematic Credit - Quantitative Engineering - VP - Bengaluru

About the role

The Systematic Credit Team is a global, multi-disciplinary market-making group that leverages advanced quantitative methods, technology, and deep market insights to trade corporate bonds, credit derivatives, and Fixed Income ETFs. Operating at the intersection of financial engineering, machine learning, and high-performance computing, our team in Bengaluru works in lockstep with global desks in New York, London, and Hong Kong.

What you'll do

• As a Quantitative Researcher at the Associate or Vice President level, you will drive the research agenda and infrastructure for our systematic credit market-making…
• Take ownership of the end-to-end quantitative pipeline—from sourcing and structuring complex credit datasets to engineering predictive features, building alpha models
• Alpha Generation & Strategy Development: Conduct rigorous statistical research to identify predictive signals (alphas) across corporate bonds and credit ETFs
• Apply advanced time-series analysis, machine learning, and alternative data processing to model credit spread dynamics
• Consolidated Research-Grade Data Framework & Pipeline: Architect and build a consolidated, high-performance

What you need

• 6–11 yrs of experience
• Machine learning
• SQL
• Python
• Pandas
• Scikit-learn
• Statistics
• PhD

Good to have

• C++
• Java
• NumPy
• Capital markets
• Prototyping
• Physics