Quantitative Analyst – Credit, Global Asset Manager

Location London

Compensation Competitive

Our client is a global asset manager with a leading systematic credit capability. They seek a Quantitative Analyst to enhance alpha research, modelling and the research platform across investment grade, high yield and structured products. The role blends research, implementation and close partnership with portfolio teams.

• Develop quantitative credit models, including spread and default risk frameworks.
• Source, test and integrate new alpha signals across credit markets into research pipelines.
• Monitor model-generated trade ideas and disseminate outputs to investment teams.
• Produce rigorous standalone research with clear reports and presentations.
• Contribute thematic quantitative research and thought leadership across credit.
• Build and maintain the research platform and shared analytical codebase.
• Improve communication and visualisation of model outputs for portfolio teams.
• Uphold code quality, version control and systematic testing standards.
• Translate quantitative insights for Portfolio Managers, Credit Analysts, Traders and Investment Directors.
• Engage in cross-asset forums and collaborate across regions and disciplines.
• Support the internal and external profile of the quantitative research function.
• Discuss model methodology and research outputs with clients when required.

• BSc/MSc in a quantitative discipline; strong statistics, econometrics and numerical methods.
• Proven track record building quantitative models in an investment or credit context.
• Strong Python (pandas, Num Py); SQL and Git advantageous.
• Advanced Excel; familiarity with Bloomberg or similar data platforms.
• Experience handling large, complex financial datasets.
• Clear written and verbal communication of technical concepts.
• Collaborative and adaptable, comfortable working across functions and asset classes.