Senior Quantitative Credit Strategist Build Scalable Alpha

Vanguard; Greater London; Hybrid; GBP 180,000 - 260,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Python

SQL

R

Education

Master’s or PhD in quantitative discipline

Tools

TRACE

BQUANT

Issuer fundamentals

Pricing data

Job description

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.