Vacancy detail

Credit E-Trading/Algo Quant

$250k-400k USD

Onsite WORKING

Location: London, UK , New York, New York – United States Type: Permanent

Credit Algo / E-Trading Quant – Assoc/VP

Locations: London & New York
Team: Credit Quantitative Research – Cash Credit

Our client is growing its Credit Algo/E-Trading Quantitative Research team and is hiring in both London (Associate–Junior VP) and New York (VP).

The team supports the Cash Credit business, working across corporate bonds, bond portfolios, and fixed income ETFs with direct exposure to both systematic (algo) and high-touch trading. These are highly hands-on roles where you will work closely with traders and quants, taking projects from research through to production, while gaining deep insight into credit market microstructure.

The London position is ideal for strong quants with 2–5 years’ experience looking to grow their expertise, while the New York position is aimed at candidates with 5+ years’ experience who can take on leadership responsibilities and drive projects forward.

What You’ll Do

  • Develop and enhance signals research and bid models to support electronic market-making.
  • Work on portfolio pricing and ETF trading projects (primary and secondary markets).
  • Collaborate with traders to optimize inventory management, systematic trading, and liquidity.
  • Design, implement, and productionize models end-to-end, ensuring robustness and explainability.
  • Explore and integrate advanced statistical and machine learning techniques, with opportunities to experiment with innovative approaches.
  • In the New York role: provide leadership in connecting AI/ML research to business application, ensuring scalability and long-term impact.

What They’re Looking For

  • STEM degree (Mathematics, Physics, Engineering, Computer Science, etc.).
  • Hands-on experience in algo trading and ideally market-making.
  • Strong programming skills in Python (Java a plus).
  • Experience in statistical learning, data analysis, and/or ML techniques.
  • Proven ability to build models from scratch, not just adapt existing frameworks.
  • Knowledge of credit or fixed income products (corporate bonds, CDS, ETFs) strongly preferred; FX or other systematic backgrounds also considered.
  • Strong communication skills, collaborative mindset, and the ability to work independently.
  • For the VP role (New York): minimum 5 years’ experience, with leadership capability and track record of delivering quant models into production.

Why Join?

  • Work on a diverse range of projects across bonds, portfolios, and ETFs.
  • Direct interaction with traders and exposure to real market structure.
  • A culture that values rigorous research and explainable modeling over pure P&L focus.
  • Opportunity to take projects end-to-end, from initial research to live trading systems.
  • Access to cutting-edge technology, with openness to innovative approaches (including LLMs and advanced ML methods).
  • Join a globally respected Credit Algo/E-Trading Quant team with strong career progression.

Apply now to join a top-tier global platform in electronic credit trading and play a key role in the evolution of systematic market making!

 

Reference: AMC/LMC/JG90

#lumc

Apply for this vacancy

Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.

*Mandatory field.


I acknowledge and accept