Computer à Grande-Bretagne

Total Compensation: Circa £500,000 / $600,000 (base + bonus)

A leading global investment platform is building out its central Credit research function — an opportunity to sit at the intersection of quantitative innovation, trading strategy, and technology. Working alongside an experienced Credit PM and a world-class macro and systematic team, you’ll design and implement the next generation of analytic and signal-generation models powering cross‑asset trading.

• Build and enhance Python-based pricing, valuation, and analytics libraries spanning cash bonds, CDS, and convertibles.
• Partner directly with portfolio managers to prototype and back‑test alpha signals and relative‑value models in Credit and Credit Derivatives.
• Develop and maintain research infrastructure, simulation environments, and back‑testing frameworks used globally across trading teams.
• Create screeners, data‑driven toolkits, and automation pipelines to streamline trade selection and opportunity discovery.
• Collaborate with quant devs and data engineers to onboard new datasets, integrate vendor models, and optimise real‑time system performance.

• Advanced degree (Master’s or PhD) in Mathematics, Physics, Engineering, Computer Science, or related technical field.
• Prior experience in a quant research, desk strat, or trading analytics role at a hedge fund or investment bank.
• Strong programming ability in Python (NumPy/Pandas/SciPy); familiarity with C++ or distributed compute frameworks advantageous.
• Experience in model-driven trading, signal research, or building systematic tools within Fixed Income or Credit markets.
• Knowledge of Credit or Convertible Bond products, valuation approaches, and derivatives fundamentals.

Please contact daniel.mclagan@stanfordblack.com for more information.

If this role isn't right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.