Senior Quantitative Credit Strategist
Core
Senior role designing and implementing quantitative models for corporate bond investment strategies, focusing on credit alpha generation, relative value, and portfolio construction.
Role type
Senior IC quantitative credit strategist
Builds
Quantitative models and signals for issuer/sector selection, relative value decisions, and position sizing in global IG and HY portfolios
Domain
Fixed income / Corporate credit / Quantitative finance
Deliverable
production ML models
Required skills
Quantitative research, Python, corporate debt markets, spread dynamics, capital structure, default cycles, synthetic credit, leveraged loans, large fixed-income datasets, backtesting, performance attribution, factor analysis
Preferred skills
Credit risk models, issuer-level forecasting, stress testing, structured credit, global credit markets, CFA
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; Partner with research analysts on model development life cycle; Analyze issuer- and sector-level relationships for relative-value opportunities; Translate research into scalable analytics; Mentor junior quants
Seniority
Senior, hands-on IC