Quantitative Analyst – Credit, Global Asset Manager

Logansinclair; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Logansinclair is seeking a Quantitative Analyst based in London to enhance alpha research and model development across credit markets. This role requires a strong grasp of quantitative methodologies and experience in building credit models. Candidates should have expertise in Python, SQL, and data analysis tools, along with excellent communication skills to collaborate effectively across teams. The position offers opportunities to contribute to a global asset manager with a leading systematic credit capability.

Qualifications

• BSc/MSc in a quantitative discipline; strong statistics, econometrics, and numerical methods.
• Proven track record building quantitative models in an investment or credit context.
• Experience handling large, complex financial datasets.

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.
• Build and maintain the research platform and shared analytical codebase.
• Translate quantitative insights for Portfolio Managers, Credit Analysts, Traders, and Investment Directors.

Skills

Strong statistics

Econometrics

Numerical methods

Strong Python (pandas, NumPy)

SQL

Git

Advanced Excel

Clear communication of technical concepts

Collaborative and adaptable

Education

BSc/MSc in a quantitative discipline

Tools

Excel

Bloomberg or similar data platforms

Job description

Quantitative Analyst – Credit, Global Asset Manager

Location London

Compensation Competitive

Description

Our client is a global asset manager with a leading systematic credit capability. They seek a Quantitative Analyst to enhance alpha research, modelling and the research platform across investment grade, high yield and structured products. The role blends research, implementation and close partnership with portfolio teams.

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.
• Clear written and verbal communication of technical concepts.
• Collaborative and adaptable, comfortable working across functions and asset classes.