Credit Quantitative Researcher - Systematic Hedge Fund

JR United Kingdom; City Of London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading global systematic hedge fund in London is seeking a junior Credit Quantitative Researcher to join their team. The successful candidate will develop cutting-edge models and infrastructure for credit assets while working in a dynamic environment that values analytical expertise and coding skills. Previous experience in the field and proficiency in C++ are essential requirements for this role.

Qualifications

• 0 to 3 years of experience as a front office credit quant researcher.
• Proficiency in coding (preferably in C++).
• Ability to manage competing priorities.

Responsibilities

• Develop state-of-the-art models including term structure curves and stochastic simulations.
• Build trading infrastructures and analytics libraries using optimal numerical methods.

Skills

C++

Analytical skills

Research capabilities

Tools

kdb+

Job description

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Credit Quantitative Researcher - Systematic Hedge Fund, London (City of London)

Client:

Location:

London (City of London), United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

3

Posted:

26.08.2025

Expiry Date:

10.10.2025

Job Description:

Credit Quantitative Researcher

A leading global systematic hedge fund is seeking a junior credit quant researcher to join their team in London. The credit team generates value across all credit asset classes including cash, synthetic, and structured credit instruments. The team conducts research, leverages advanced analytics for vanilla and semi-exotic products, and develops both systematic and discretionary investment strategies.

In this role, you'll be responsible for developing state-of-the-art models (including term structure curve calibrations, volatility/hazard rates/recovery modelling, and advanced stochastic simulations). Additionally, the role involves building part of trading infrastructures and analytics libraries with optimal numerical methods that balance accuracy and computational efficiency.

Ideal candidates will have 0 to 3 years of experience as a front office credit quant researcher, proficiency in coding (preferably in C++, q/kdb+ is a plus), and the ability to see the larger picture in a context where competing priorities abound and shift.