Credit Quantitative Analyst– Global Multi-Strategy Hedge Fund
One of the most technically advanced buy-side platforms is expanding its central Credit research team in Manhattan. Sitting at the crossroads of discretionary and systematic trading, you'll build next-generation analytics and signal-generation models that power a live, tick-by-tick credit-pricing engine used by multiple portfolio managers across corporate, sovereign, and convertible bond markets.
What you'll do:
* Research & Develop alpha signals and valuation models for credit, high-yield, and convertible bonds using Python (NumPy/Pandas/Scikit/PyTorch).
* Own analytics libraries that stream real-time prices, update risk and P&L intraday, and feed directly into trading desks.
* Prototype & back-test systematic credit strategies, working hand-in-hand with PMs to take ideas from whiteboard to production.
* Build screeners & toolkits to improve trade selection, relative-value analysis and liquidity monitoring.
* Collaborate with data engineers and quant devs to integrate alternative datasets and optimise performance across a low-latency stack.
Qualifications:
* Advanced degree (PhD or Master's) in Mathematics, Physics, Statistics, Engineering, Computer Science or similar.
* Solid experience in quantitative research, desk strat, or model-driven trading—preferably within Credit or Fixed-Income.
* Expert Python developer; familiar with modern software practices and version control. C++ exposure a plus.
* Solid grasp of credit products (cash bonds, CDS, convertibles) and fundamental/relative-value drivers.
* Experience with signal generation, back-testing frameworks, or pricing/analytics libraries in a real-time environment.
* Clear communicator who thrives in a fast-moving, highly collaborative, low-ego culture.
Why apply?
* High impact: your models plug directly into multi-billion-dollar trading books—see your research turn into P&L within days, not months.
* Cutting-edge tech: modern Python-first stack, cloud-native compute, GPU clusters, and a real-time bond-pricing engine.
* Flat structure: work side-by-side with senior PMs while shaping the future of systematic credit at the firm.
* Growth: choose to remain cross-asset or align with a specific desk as the platform scales; every hire is tailored to their strengths.
Please contact for more information.
If this role isn't right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed T&Cs apply.