McGregor BoyallLondon, United Kingdom

Systematic Credit Quantitative Researcher

Description

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 deg, 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.

Skills

Python