Fixed Income Assoc. Director - Quant

U.S. Bank

Base: $126,820.00 - $149,200.00; bonus/equity: not...
Credit trading quantitative modeling
Python and c++ programming
Electronic market making
This role supports the Credit Trading business by developing quantitative models that enhance pricing, execution quality, risk management, and liquidity provision

Job Summary

  • This role supports the Credit Trading business by developing quantitative models that enhance pricing, execution quality, risk management, and liquidity provision.
  • U.S. Bank offers a comprehensive benefits package designed to support employees’ health, financial security, and work-life balance.
  • The position provides a rapid path from research to production in a live trading environment with close alignment to front-office Credit Traders and electronic trading leads.

Matching Summary

This role supports the Credit Trading business by developing quantitative models that enhance pricing, execution quality, risk management, and liquidity provision.

Salary

Base: $126,820.00 - $149,200.00; Bonus/Equity: Not specified; Benefits: Comprehensive benefits including healthcare, retirement plans, paid leave

Skills & Requirements

Must-have

  • Credit trading quantitative modeling
  • Python and C++ programming
  • Electronic market making
  • Automated pricing and quote generation
  • Back-testing and simulation frameworks
  • Real-time trading system optimization

Nice-to-have

  • Sell-side credit trading desk experience
  • Electronic credit trading protocols knowledge
  • Execution analytics and transaction cost analysis
  • Cloud platform experience (AWS, Azure, GCP)
  • MLOps practices exposure
  • Strong communication with traders and sales

Key Requirements

  • Master’s or PhD in Financial Engineering or related field
  • 5-7 years relevant experience
  • Strong understanding of credit markets and bond mathematics
  • Experience with model calibration and validation
  • Ability to comply with U.S. Bank policies and regulatory requirements

Work Rights

Not specified

Tailored Resume

Cover Letter