Quantitative Researcher

Durlston Partners; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading global fund is seeking a Quantitative Researcher to join its London trading team. This role focuses on developing quantitative signals and trading strategies in the single-name credit markets. The ideal candidate will have 2-4 years of experience in quantitative research or front-office trading, with strong Python skills, especially in libraries like Pandas and NumPy. This position offers the opportunity to work closely with Portfolio Managers and analysts, contributing to investment decisions and research infrastructure.

Qualifications

• 2 - 4 years’ experience in a quantitative research or front-office trading environment.
• Direct experience working with single-name credit products is required.
• Experience developing quantitative signals, models or research tools.
• Background in a hedge fund, investment bank or proprietary trading environment is preferred.

Responsibilities

• Develop quantitative signals and trading strategies focused on single-name credit.
• Contribute to building a shared research platform for semi-systematic investment models.
• Analyse large datasets to identify trends, inefficiencies and trading opportunities in credit markets.
• Work closely with PMs, analysts and risk teams to integrate models into the investment process.
• Contribute to trade structuring, execution insights and portfolio positioning.

Skills

Python

Pandas

NumPy

Quantitative research

Data analysis

Job description

Quantitative Researcher – Single Name Credit (Semi-Systematic)

Location: London – On-site

Experience level (ideally): 2-4 years' experience

Candidate background: Open to hedge fund, investment bank or proprietary trading backgrounds

A leading global fund is looking to hire a Quantitative Researcher to join its trading team in London, focusing on semi-systematic research and signal development in single-name credit markets.

This role sits alongside Portfolio Managers and analysts, helping to develop quantitative signals, build research infrastructure, and contribute directly to investment decisions.

Role

• Develop quantitative signals and trading strategies focused on single-name credit.
• Contribute to building a shared research platform for semi-systematic investment models.
• Analyse large datasets to identify trends, inefficiencies and trading opportunities in credit markets.
• Work closely with PMs, analysts and risk teams to integrate models into the investment process.
• Contribute to trade structuring, execution insights and portfolio positioning.

Requirements

• 2 - 4 years’ experience in a quantitative research or front‑office trading environment.
• Direct experience working with single‑name credit products is required.
• Strong Python skills, particularly with libraries such as Pandas and NumPy.
• Experience developing quantitative signals, models or research tools.
• Background in a hedge fund, investment bank or proprietary trading environment is preferred.