Systematic Credit Quantitative Researcher
Posted 5 hours 43 minutes ago by McGregor Boyall
Role: Systematic Credit Quantitative Researcher
Location: London/New York
Industry: Hedge Fund/Alternative Asset Management
Working Model: Hybrid
Overview:
I'm partnering with a highly regarded investment platform building out its systematic credit capability within a specialist credit franchise.
The opportunity offers the chance to help shape and scale a systematic credit platform backed by institutional infrastructure and capital. You'll have direct exposure to decision-makers and the autonomy to turn research into live strategies in a market where inefficiencies and capacity still exist.
This is a Front Office research role focused on designing, testing and deploying systematic credit strategies across corporate bonds, credit indices, ETFs and related products. You'll work closely with a PM and a small team of quants, conducting research and contributing directly to live trading decisions.
Responsibilities:
- Research, develop and refine systematic/scientific credit strategies
- Build and test Alpha signals across credit spreads, relative value, carry, liquidity and cross-sectional factors
- Design robust backtesting frameworks and performance attribution tools
- Collaborate directly with a PM on portfolio construction and risk management
- Work with large-scale credit datasets and market microstructure nuances
- Contribute to the ongoing buildout of a scalable systematic credit platform
- This is not a support function. You'll be Embedded in the investment process with direct line-of-sight to PnL.
Experience:
- Experience in a buy-side firm, hedge fund, proprietary trading firm, or credit-focused investment bank desk, or similar function
- 3+ years' experience in quantitative research or strategy development
- Strong understanding of credit products (corporates, indices, ETFs, securitised products or related markets)
- Demonstrated experience building signals, models, or trading strategies
- Advanced Python skills; strong grasp of statistics, time-series analysis and portfolio construction
- A systematic mindset with the ability to turn research into production-ready frameworks
A PhD or Master's in a quantitative discipline is highly valued but proven commercial impact matters more.
Compensation:
Salary and benefits are highly competitive.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.