Trader/Quant Analyst

Responsibilities: Identify relative value opportunities among convertible bonds, underlying equity, and credit derivatives Execute trades in convertible securities and related assets in line with theses and risk parameters Proactively manage positions, monitor valuation, liquidity, and market sentiment Conduct in-depth quant data analysis on the convertible bond universe, including historical pricing and valuation Model and evaluate convertibles under multiple scenarios, assessing credit, rate, volatility, and equity sensitivity Build front-office tools to analyze convertibles data for ideas, optimization, and risk management Coordinate with portfolio manager and risk team to size positions within risk limits Track P&L drivers daily and prepare attribution reports Hedge exposures dynamically using equity, credit, and derivatives Collaborate with analysts, traders, and PMs across strategies to share insights Maintain relationships with sell-side counterparties to source information and improve execution

Key requirements: 3+ years of experience in convertible bond trading with quant/programming skillset Strong understanding of credit markets, bond math, equity derivatives, and volatility analysis Proficiency in modeling convertible securities and scenario analysis Familiarity with risk management systems and trading platforms (e.g., Bloomberg, Tradeweb) Strong analytical and quantitative data skills; proficiency in Excel and at least one programming language (Python, R, VBA) Excellent communication skills and ability to work in a fast-paced, team-oriented environment Commitment to the highest ethical standards Bachelor’s degree in finance, economics, mathematics, engineering, or related field; advanced degree or CFA preferred excellent communication team-oriented fast-paced adaptability quantitative data analysis pricing and valuation modeling scenario analysis