Systematic Credit Quantitative Researcher

McGregor Boyall Associates

City of London, United Kingdom

2 months ago

Applications closed

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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 l...

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