Senior Quantitative Credit Strategist
Core
Design, implement, and scale quantitative models for corporate bond investment strategies to generate credit alpha, relative value, and portfolio construction insights across global investment-grade and high-yield markets.
Role type
Senior IC quantitative credit strategist
Builds
Quantitative signals (valuation, spread, quality, momentum, liquidity) and production-ready analytics embedded in portfolio construction and risk workflows
Domain
Fixed income / Corporate credit / Quantitative finance
Deliverable
production ML models
Required skills
Quantitative modeling, Python, SQL, R, corporate debt market analysis, backtesting, performance attribution, factor analysis, issuer/sector/capital structure analysis, risk management
Preferred skills
Credit risk modeling, issuer-level forecasting, stress testing, structured credit, portfolio construction platforms
Technologies
Python, SQL, R, TRACE, BQUANT
Responsibilities
Develop quantitative models for credit investing; Create and maintain quantitative signals; Partner with portfolio managers to drive live portfolio decisions; Conduct backtesting and factor analysis; Analyze issuer and sector relationships for relative-value opportunities; Translate research into scalable analytics; Mentor junior quants
Seniority
Senior, hands-on IC