Credit Quantitative Researcher - Systematic Hedge Fund

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Credit Quantitative Researcher - Systematic Hedge Fund, London

Client:

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views:

4

Posted:

26.08.2025

Expiry Date:

10.10.2025

Job Description:

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 generates 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.

The ideal candidate will have 0 to 3 years of experience as a front office credit quant researcher, proficiency in coding (preferably in C++, q/kdb+ is a plus), and the ability to see the bigger picture in a context where priorities shift frequently.

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