Senior Quantitative Credit Strategist

Vanguard; Greater London; Hybrid; GBP 180.000 - 260.000; Vollzeit

Zusammenfassung

Vanguard is seeking a Senior Corporate Credit Quantitative Strategist to build scalable models for credit alpha, relative-value ideas, and risk management across global IG/HY portfolios. You will turn rigorous research into production analytics used in live portfolios.

You will partner with portfolio managers, credit analysts, and risk teams, owning model development life cycles, back-testing, and performance attribution while mentoring junior quants and ensuring governance and documentation.

Qualifikationen

• Advanced degree in mathematics, statistics, physics, engineering or quantitative finance.
• 15+ years of experience in quantitative research or strategy focused on corporate credit.
• Strong programming skills in Python; SQL and/or R preferred.
• Experience with large fixed‑income datasets such as TRACE, BQUANT, issuer fundamentals.

Aufgaben

• Develop quantitative models for credit investing informing alpha generation and position sizing.
• Create quantitative signals with link to excess return across market regimes.
• Partner with PMs and analysts to drive live portfolio decisions.
• Lead back-testing, performance attribution, and factor analysis for strategies.
• Analyze issuer, sector, and capital-structure relationships for relative-value ideas.
• Translate research into scalable analytics embedded in construction and risk workflows.
• Communicate insights succinctly to senior investment leadership and mentor juniors.

Kenntnisse

Python

SQL

R

Ausbildung

Master’s or PhD in quantitative discipline

Tools

TRACE

BQUANT

Issuer fundamentals

Pricing data

Jobbeschreibung

This is a high-impact opportunity to help build and scale quantitative credit capabilities within one of the most respected global asset managers with $13T+ in AUM. The Senior Corporate Credit Quantitative Strategist will partner with portfolio managers, credit analysts, and risk teams to shape and implement models that strengthen credit alpha generation, relative-value analysis, portfolio construction, and risk management across global investment-grade and high-yield markets.

You will have meaningful ownership to turn rigorous research into scalable, production-ready tools used in live corporate credit portfolios—helping define how quantitative insights inform security selection, position sizing, and risk decisions across a mature investment platform.

What You’ll Do

• Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relative-value decisions, and position sizing across global IG and HY portfolios.
• Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
• Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
• Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of back-testing, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
• Analyze issuer‑, sector‑, and capital‑structure‑level relationships to identify actionable relative‑value opportunities in corporate bonds.
• Translate research into scalable, production‑ready analytics embedded in portfolio construction and risk workflows.
• Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decision‑relevant outcomes.
• Mentor junior quants and uphold research standards, model governance, and documentation.

Required Qualifications

• Advanced degree (Master’s or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
• 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
• Experience supporting systematic or quantitatively‑enabled credit strategies.
• Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
• Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
• Strong programming skills in Python (required); SQL and/or R preferred.
• Experience working with large fixed‑income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
• Proven ability to deliver actionable research used by PMs.

Preferred / Differentiating Skills

• Exposure to credit risk models, issuer‑level forecasting, and stress testing.
• Prior experience embedding models into portfolio construction or risk platforms.
• Prior experience with structured credit and global credit markets
• CFA or progress toward CFA.

Sponsorship

Vanguard is not offering visa sponsorship for this position.

About Vanguard

At Vanguard, we don't just have a mission—we're on a mission.

To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.