Systematic Credit Quantitative Researcher

McGregor Boyall Associates Limited
London
1 month ago
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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 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.

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