Quantitative Researcher - Systematic Credit

Job Title: Quantitative Researcher / Trader – Systematic Credit Strategies

Location: New York or London

One of the world’s leading hedge funds is expanding its credit investing platform and is seeking a Quantitative Researcher/Trader to

partner directly with a senior Portfolio Manager on the development and execution of systematic credit strategies.

This is a high-impact role within a rapidly growing business that has strong internal backing and capital support. The successful candidate will play a key role in research, strategy development, portfolio construction, and implementation across global credit markets.

Key Responsibilities

• Develop and implement systematic trading strategies across credit markets (corporate credit, indices, structured products, etc.)
• Conduct rigorous quantitative research, including alpha signal generation, feature engineering, and backtesting
• Design and enhance portfolio construction and risk management frameworks
• Collaborate closely with the Portfolio Manager on idea generation and execution
• Work with large datasets to identify inefficiencies and scalable opportunities
• Contribute to the ongoing improvement of infrastructure, models, and research processes