Quantitative Analyst - Credit, Global Asset Manager, London - eFinancialCareers

Responsibilities • Develop quantitative credit models, including spread and default risk frameworks. • Source, test and integrate new alpha signals across credit markets into research pipelines. • Monitor model-generated trade ideas and disseminate outputs to investment teams. • Produce rigorous standalone research with clear reports and presentations. • Contribute thematic quantitative research and thought leadership across credit. • Build and maintain the research platform and shared analytical codebase. • Improve communication and visualisation of model outputs for portfolio teams. • Uphold code quality, version control and systematic testing standards. • Translate quantitative insights for Portfolio Managers, Credit Analysts, Traders and Investment Directors. • Engage in cross-asset forums and collaborate across regions and disciplines. • Support the internal and external profile of the quantitative research function. • Discuss model methodology and research outputs with clients when required. Requirements • BSc/MSc in a quantitative discipline; strong statistics, econometrics and numerical methods. • Proven track record building quantitative models in an investment or credit context. • Strong Python (pandas, NumPy); SQL and Git advantageous. • Advanced Excel; familiarity with Bloomberg or similar data platforms. • Experience handling large, complex financial datasets. • CFA or similar qualification a plus. • Clear written and verbal communication of technical concepts. • Collaborative and adaptable, comfortable working across functions and asset classes.