Systematic Credit Quantitative Researcher / Sub PM

Systematic Credit Quantitative Researcher

An opportunity to bridge the gap between pure research and P\&L ownership. We are representing a Senior PM at a premier US multi-strat who is seeking a Lead Systematic Credit Quant to design, implement, and ultimately manage a new single-name credit long/short sleeve.

This isn't a peripheral research project; it is a foundational diversification effort for a high-performing pod. You are joining to build a strategy \& manage an allocation; not maintain an existing signal library.

The Role

• The Mandate:

Design and launch a systematic single-name credit L/S strategy from the ground up.

• The Path:

Managing a live sleeve, on a P\&L-linked deal. If your long-term objective is to run your own book then this is for you.

• The Environment:

You will have the institutional backing and capital of a major hedge fund, paired with the autonomy of a lead researcher in a specialized pod which prides itself on its tight knit culture and collaboration.

About You

We are looking for a

"technical builder;

someone who understands that the quality of a model is only proven by its execution in the market. You likely feel capped in a pure research silo and are keen to see your work drive risk-taking decisions, and take on the step up in responsibility that comes with that:

• Expertise:

5\+ years of deep experience in systematic credit research, with a sophisticated understanding of single-name dynamics and factor-driven strategies.

• The Mindset:

You possess the "quant-trader" instinct—the ability to build rigorous frameworks while maintaining the decisiveness/dynamism required to manage risk in a live trading environment.