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Full time
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SJ

Director Credit Quant

Selby JenningsManhattan, NY🇺🇸United StatesPosted Oct 2, 2026

Quick Overview

Seniority
Leader
Employment type
Full Time
Work mode
Hybrid
Location
Manhattan, NY, United States
Posted
6 days ago
DerivativesStakeholder Management

Job Description

A leading global investment bank is looking to insert a level of seniority and hire a Director of Credit Quantitative Analytics to lead a team of quants supporting the Credit Flow Trading Desk. This front-office role will be responsible for pricing, risk, P&L attribution, and quantitative analytics across corporate bonds, CDS, CDX, and other flow credit products. The individual will partner closely with Trading, Technology, and Risk teams while driving the development of their credit trading and risk platforms.

Responsibilities

  • Lead and mentor a team of quantitative analysts and developers.
  • Partner directly with Credit Traders to deliver pricing, valuation, risk, and P&L analytics.
  • Develop and enhance models for corporate bonds, CDS, and credit index products.
  • Lead model development from design through implementation, validation, and production deployment.
  • Collaborate with Technology to build scalable front-office trading and risk systems.
  • Manage strategic quantitative projects and deliver enhancements to trading and risk infrastructure.

Requirements

  • Master's or PhD in a quantitative discipline.
  • 10+ years of experience supporting Credit Trading or Credit Derivatives businesses.
  • Prior experience managing quantitative teams of 5+ individuals.
  • Strong expertise in corporate bonds, CDS, CDX, and credit pricing and risk analytics.
  • Deep understanding of credit modeling, hazard-rate frameworks, and P&L attribution.
  • Strong programming skills in C++ and Python experience developing production-grade analytics.
  • Experience partnering directly with Front Office Trading desks.
  • Excellent communication, stakeholder management, and leadership skills.

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