Job Description
Responsibilities
* Develop quantitative credit models, including spread and default risk frameworks.
* Source, test and integrate new alpha signals across credit markets into research pipelines.
* Monitor model-generated trade ideas and disseminate outputs to investment teams.
* Produce rigorous standalone research with clear reports and presentations.
* Contribute thematic quantitative research and thought leadership across credit.
* Build and maintain the research platform and shared analytical codebase.
* Improve communication and visualisation of model outputs for portfolio teams.
* Uphold code quality, version control and systematic testing standards.
* Translate quantitative insights for Portfolio Managers, Credit Analysts, Traders and Investment Directors.
* Engage in cross-asset forums and collaborate across regions and disciplines.
* Support the internal and external profile of the quantitative research function.
* Discuss model methodology and research outputs with clients when required.
Requirements
* BSc/MSc in a quantitative discipline; strong statistics, econometrics and numerical methods.
* Proven track record building quantitative models in an investment or credit context.
* Strong Python (pandas, NumPy); SQL and Git advantageous.
* Advanced Excel; familiarity with Bloomberg or similar data platforms.
* Experience handling large, complex financial datasets.
* CFA or similar qualification a plus.
* Clear written and verbal communication of technical concepts.
* Collaborative and adaptable, comfortable working across functions and asset classes.