Role

Credit Quant analyst for a discretionary long/short European credit team based in London.

Quantitative Analyst – Credit Markets

Responsibilities

As a Quantitative Analyst, you will:

- Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in the credit markets.

- Develop systematic relative value (RV) screens and models to assist with strategy research.

- Create custom portfolio tracking/alerting systems to improve portfolio management and performance.

- Develop data visualization tools and dashboards for market analysis to support the Portfolio Manager (PM).

Requirements

- 3-5 years of relevant experience in quantitative research or development within financial services, ideally on a sell-side trading desk or buy-side firm, with a focus on credit or fixed income.

- Strong proficiency in Python programming and data manipulation libraries (e.g., Pandas, NumPy, SciPy, Scikit-learn).

- Proficiency with SQL for database programming.

- Strong knowledge of MS Excel for data analysis and reporting.

- Experience working with large datasets.

- Familiarity with AWS/cloud deployment.

- Experience with market data sources such as Bloomberg.

- Familiarity with Dash/Plotly or other visualization software for creating interactive data presentations.

- Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail.

- Commitment to the highest ethical standards.

Join us to be part of a dynamic team that applies cutting-edge technology to identify key opportunities in the credit markets and drive data-driven investment decisions.