Credit Quantitative Analyst, Global Macro

Role Credit Quant analyst for a discretionary long/short European credit team based in London.


Responsibilities Build innovative tools and conduct in-depth data analysis and research to identify market trends, anomalies, and potential alpha-generating opportunities in credit markets Develop systematic RV screens and models to assist with strategy research Develop custom portfolio tracking/alerting systems Develop data visualization tools and dashboards for market analysis and to support the PM Requirements 3-5 years of relevant financial services experience in quant research or development on a sell-side trading desk or buyside firm, preferably in credit or fixed income Strong proficiency in Python programming and data manipulation libraries (e.g., Pandas, NumPy, SciPy, Scikit-learn) Proficiency with database programming languages including SQL Strong knowledge of MS Excel Experience dealing with large datasets Experience with AWS/cloud deployment Experience with market data sources including Bloomberg Experience with Dash/Plotly or other visualisation software Excellent analytical, problem-solving, and critical-thinking skills, with a keen attention to detail Commitment to the highest ethical standards



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