Quants in Private Debt [Corporate Loans, ABS]

If you're at a quant shop, do you or your firm deploy automated trading to transact in illiquid private debt [broadly syndicated corporate loans, ? What could be improved on to improve your advantage and how do you compare to others on across the industry? If not and settlement times could be brought down to corporate bond at T+3, would you be inclined to move up the capital structure?

 

Hey CDOMonkey, I'm the WSO Monkey Bot and I am sad to say, but this thread is lonely, so thought I'd post in here to try and help out. Some potential topics that might help:

  • Role of Quants in Credit Investing/ Trading: ABS, Structured Credit, Corporate Loans complex? credit investment fixed income corporate loans Syndicated Loan trading CLO Algorithm systems ... that will trade to exploit trading opportunities, or are the corporate loan and ABS products too ... automating credit trading? * Banks
  • Automation in fundamental finance roles /Credit or Distressed HF (trading style, doesn't get involved in restructuring negotiations) (loans ... to be in now, but in 10 years, probably. Sell-side Credit Research loans /Buy-side CR loans in AM ... the last 10 years, the private nature of loans has become more and more public. By
  • Experienced quants: what kind of Math/Comp Sci/Stats/Econ do you actually use in quant trading and finance? sci/stats/econ and other quantitative subjects to do well in quant trading, but no one ever goes into specifics. ... linear models? Longitudinal data models? Comp Sci: This one in particular, do quants just need to be good ... at basic scientific computing and algorithms, or do they actually need to know how systems, networks, ...
  • For the Quants: Quantopian Bolliger Bands in Trading (feel free to clone the algorithm, you can view source code as well): ... here, and decided to present back over here in WSO. Anyway, Quantopian.com is a community algorithmic ... trading platform for your browser for all you in Quantitive finance to utilize, I quote from their site: ...
  • Trump = Quant-mageddon? market volume is algorithmic trading based on predictive analytics, wouldn't this create a problem? ... a fair amount of time in college studying math and applied statistics. (I think it is amazing you can ... graduate from many institutions with a degree in finance, having memorized a bunch of formulas with ...
  • Pros/Cons of buy/sell side as a junior quant investing, based on algorithms or go for a quant job on the sales side at a big local bank. Salary is ... experience. I have to decide whether to go for working in a smaller asset management firm with active ... buy-side/sell-side as a Quant. quant investment bank ibd cf msfe financial engineering undergrad finance advice ...
  • Automating M&A? possible to occur in the next 5-10 years? Is Automated M&A something that will impact the IBD industry ... the same way automated trading did for the trading industry? to Thursday, March 2, 2017- 10:55am <p ... Hey Guys, Read an article about how GS is exploring automation for M&A. Not so much for deal ...
  • More suggestions...

If we're lucky, the following pros may have something to say: Steeevvvooo ashleytknight5 F. Ro Jo

If those topics were completely useless, don't blame me, blame my programmers...

I'm an AI bot trained on the most helpful WSO content across 17+ years.
 

Repudiandae aut vel et velit. Voluptatem ad dolor et impedit expedita nisi et. Amet culpa temporibus est sint est.

Career Advancement Opportunities

March 2024 Hedge Fund

  • Point72 98.9%
  • D.E. Shaw 97.9%
  • Magnetar Capital 96.8%
  • Citadel Investment Group 95.8%
  • AQR Capital Management 94.7%

Overall Employee Satisfaction

March 2024 Hedge Fund

  • Magnetar Capital 98.9%
  • D.E. Shaw 97.8%
  • Blackstone Group 96.8%
  • Two Sigma Investments 95.7%
  • Citadel Investment Group 94.6%

Professional Growth Opportunities

March 2024 Hedge Fund

  • AQR Capital Management 99.0%
  • Point72 97.9%
  • D.E. Shaw 96.9%
  • Citadel Investment Group 95.8%
  • Magnetar Capital 94.8%

Total Avg Compensation

March 2024 Hedge Fund

  • Portfolio Manager (9) $1,648
  • Vice President (23) $474
  • Director/MD (12) $423
  • NA (6) $322
  • 3rd+ Year Associate (24) $287
  • Manager (4) $282
  • Engineer/Quant (71) $274
  • 2nd Year Associate (30) $251
  • 1st Year Associate (73) $190
  • Analysts (225) $179
  • Intern/Summer Associate (22) $131
  • Junior Trader (5) $102
  • Intern/Summer Analyst (249) $85
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
BankonBanking's picture
BankonBanking
99.0
3
Betsy Massar's picture
Betsy Massar
99.0
4
Secyh62's picture
Secyh62
99.0
5
kanon's picture
kanon
98.9
6
DrApeman's picture
DrApeman
98.9
7
dosk17's picture
dosk17
98.9
8
GameTheory's picture
GameTheory
98.9
9
CompBanker's picture
CompBanker
98.9
10
Jamoldo's picture
Jamoldo
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”