Credit Quantitative Researcher - Systematic Hedge Fund

Credit Quantitative Researcher

A leading global systematic hedge fund is seeking a junior credit quant researcher to join their team in London. The credit team generate value across all credit asset classes including cash, synthetic and structured credit instruments. The team conducts research, leverages advanced analytics for vanilla and semi-exotic products and develops both systematic and discretionary investment strategies.

In this role you'll be responsible for developing state-of-the-art models (including term structure curve calibrations, volatility/hazard rates/recovery modelling and advanced stochastic simulations). Additionally, the role involves building part of trading infrastructures and analytics libraries with optimal numerical methods that balance accuracy and computational efficiency.

Ideal candidate will have 0 to 3y experience as a front office credit quant researcher with a proficiency in coding (preferably in C++, q/kdb+ is a plus) and the ability to see the larger picture in a context where competing priorities abound and shift.