Quant Researcher (Credit Risk)

As a Quant Researcher on the Credit Risk team at Infinity Exchange, you develop complex valuation and risk analytics for an institutional interest rate and complex credit DeFi protocol. You provide quantitative support to the Risk Manager, CEO, and external stakeholders on group-level, product-level, and user-level exposure, working across Market Risk, Technology, Finance, and other teams.

What you'll do

• Provide quantitative support and real-time analysis to the Risk Manager, CEO, and external stakeholders on exposure across group, product, and user levels
• Develop and enhance complex models for valuation and risk management of the lending portfolio, covering interest rates, FX, credit, and other esoteric risks
• Interact regularly with Market Risk, Technology, Finance, and other business groups
• Communicate valuation approaches and methodologies externally where appropriate

What you bring

• A Master's or PhD in a quantitative field such as applied mathematics, mathematics, engineering, or physics
• Strong analytical, numerical, and problem-solving skills with solid knowledge of probability theory and stochastic calculus for finance
• Good programming skills in C/C++ for implementing numerical methods using object-oriented design
• Excellent communication skills and the ability to interact daily with various business groups

Nice to have

• Experience with pricing models for interest rate options, exotics, credit, inflation, FX, or hybrid instruments
• Knowledge of Python and VBA
• Machine Learning experience
• Advanced certifications such as FRM, CFA, or CQF

About Infinity Exchange

Infinity Exchange is a pioneering institutional interest rate and complex credit DeFi protocol.