Quantitative Researcher – Credit
£100,000 - 120,000 GBP
Performance Related Bonuses
Onsite WORKING
Location: Central London, Greater London – United Kingdom Type: Permanent
My client is a leading quant hedge fund who are looking to hire a Quantitative Researcher to join their high-performing Credit team (London or Paris). This is an opportunity to work alongside leading academic quants and technologies in a role with direct impact on pricing, analytics and trading infrastructure.
The Credit Team
The group generates value across cash, synthetic, and structured credit instruments, combining systematic and discretionary strategies. Leveraging advanced analytics for vanilla and semi-exotic products, the team applies covers strategies across global markets.
The Role
You will contribute to the development of state-of-the-art models, including:
- Term structure curve calibrations
- Volatility, hazard rate, and recovery modelling
- Advanced stochastic simulations
Alongside model research, you will play a hands-on role in building trading infrastructure and analytics libraries, applying optimal numerical methods to balance precision with computational efficiency.
What They're Looking For
- 1–3 years’ experience, ideally from a leading investment bank or buy-side institution
- Strong quantitative and analytical skills, with a solid foundation in stochastic modelling and statistics
- Proficiency in programming (C++ highly preferred; q/kdb+ a plus)
- Clear, concise communication skills
- Ability to work in a fast-paced and dynamic environment
Reference: AMC/RSP/NW/CQRL
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