Senior Quantitative Credit Strategist - Alpha & RV

Vanguard; Malvern (Chester County); Hybrid; USD 180,000 - 280,000; Full time

Job summary

Vanguard seeks a Senior Corporate Credit Quantitative Strategist in Malvern to shape the research agenda within Fixed Income Quantitative Research. You will design and scale quantitative models across global investment-grade and high-yield bonds, guiding alpha generation and risk management.

You will translate research into live portfolio insights, partnering with PMs and credit analysts while mentoring junior quants. This hybrid role emphasizes governance and production-ready analytics.

Qualifications

• Advanced degree in a quantitative discipline (Master’s or PhD).
• 15+ years of experience in quantitative research or strategy focused on corporate credit.
• Experience supporting systematic or quantitatively-enabled credit strategies.
• Deep understanding of corporate debt markets, including spread dynamics and default cycles.

Responsibilities

• Develop quantitative models for credit investing to inform alpha generation and position sizing across global IG and HY portfolios.
• Create and maintain quantitative signals with link to excess return across market regimes.
• Partner with portfolio managers and analysts to drive live portfolio decisions using quantitative insights.
• Own backtesting, performance attribution, and factor analysis across model development lifecycle.

Skills

Python

Quantitative research

SQL

R

Education

Master’s or PhD in Mathematics/Statistics/Physics/Engineering/Quantitative Finance

Tools

TRACE

BQUANT

Job description

Vanguard seeks a Senior Corporate Credit Quantitative Strategist in Malvern to shape the research agenda within Fixed Income Quantitative Research. You will design and scale quantitative models across global investment-grade and high-yield bonds, guiding alpha generation and risk management.

You will translate research into live portfolio insights, partnering with PMs and credit analysts while mentoring junior quants. This hybrid role emphasizes governance and production-ready analytics.