Introduction
Our client a + $10bn global macro hedgefund are looking to bring in a Credit Quant Strategist profile in the build out of one of their most successful discretionary long/short macro teams based in London.
You will be working very closely alongside a Senior PM with a strong track record and over 15 years’ experience working across various world renowned buyside players to help support trading by acting as the lead quant presence to help identify alpha-generating opportunities within credit markets.
Responsibilities
*Design innovative tools and perform thorough data analysis and research to uncover market trends, detect irregularities, and identify potential alpha-generating opportunities within global fixed income markets.
*Create systematic relative value (RV) screens and models to support strategy research.
*Build customized systems for portfolio tracking and real-time alerts.
*Develop data visualization tools and dashboards to facilitate market analysis and provide support for the Portfolio Manager.
Requirements
*3-10 years of relevant experience in quantitative research or development on a sell-side trading desk or at a buy-side firm, ideally in credit or fixed income.
*High proficiency in Python and experience with data manipulation libraries (such as Pandas, NumPy, SciPy, and Scikit-learn).
*Skilled in SQL and other database programming languages.
*Strong Excel skills.
*Experience with large datasets.
*Familiarity with AWS or other cloud deployment environments.
*Experience with Bloomberg and other market data sources.
*Proficiency with Dash/Plotly or similar data visualization software.
*Strong analytical, problem-solving, and critical-thinking abilities, with meticulous attention to detail.
If you’re interested and feel your experience could be a good fit, please apply by attaching your CV at