Full span of experience must include: Developing analytics programs for financial applications using Python or other computer languages; Fixed income products including corporate bonds to build mathematical models for trading and risk management; Developing quantitative trading strategies for credit markets using advanced mathematical, statistical methods and knowledge of financial markets, including corporate capital structure and credit spread dynamics; Credit markets, including market microstructure, to improve trading strategies and credit risk models; Performing large-scale data manipulation and statistical analysis on corporate bond datasets to build sophisticated credit trading strategies; and Analyzing financial datasets utilizing machine learning and statistical approaches to extract significant signals and improve mathematical models and trading strategies. Requirements: Requires a Master's degree, or foreign equivalent, in Applied Mathematics, Finance, Financial Engineering, or related field and 3 years of experience as a Quantitative Analyst, Quantitative Research and Portfolio Manager, Portfolio Associate, Leveraged Finance Desk Strategist, Quantitative Strategist or related position involving quantitative modeling in the financial services industry.