Senior Quantitative Credit Strategist | Hybrid Work

The Vanguard Group; Malvern (Chester County); Hybrid; USD 250,000 - 350,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

The Vanguard Group in Malvern, PA is seeking a Senior Corporate Credit Quantitative Strategist to partner with PMs, analysts, and risk teams to build scalable models for credit alpha generation and risk management across IG and HY markets.

You will own back-testing, performance attribution, and model governance, translating research into production analytics embedded in portfolio construction and stress testing frameworks.

Qualifications

• 15+ years of experience in quantitative research or strategy focusing on corporate credit.
• Proven ability to develop investable quantitative strategies.
• Strong communication with portfolio managers and risk teams.

Responsibilities

• Develop quantitative models for credit investing and alpha generation.
• Back-test, attribution, and stress testing of models.
• Translate research into production analytics for portfolio construction and risk workflows.

Skills

Python

SQL

R

Quantitative research

Credit markets

Portfolio risk

Communication to PMs

Education

Master's degree in a quantitative discipline

PhD in a quantitative discipline

Tools

TRACE data

BQUANT data

Issuer fundamentals

Pricing datasets

Job description

The Vanguard Group in Malvern, PA is seeking a Senior Corporate Credit Quantitative Strategist to partner with PMs, analysts, and risk teams to build scalable models for credit alpha generation and risk management across IG and HY markets.

You will own back-testing, performance attribution, and model governance, translating research into production analytics embedded in portfolio construction and stress testing frameworks.