Quantitative Researcher

Quantitative Researcher – Single Name Credit (Semi-Systematic)

Location: London – On-site

Experience level (ideally): 2-4 years' experience

Candidate background: Open to hedge fund, investment bank or proprietary trading backgrounds

A leading global fund is looking to hire a Quantitative Researcher to join its trading team in London, focusing on semi-systematic research and signal development in single-name credit markets.

This role sits alongside Portfolio Managers and analysts, helping to develop quantitative signals, build research infrastructure, and contribute directly to investment decisions.

Role

• Develop quantitative signals and trading strategies focused on single-name credit.
• Contribute to building a shared research platform for semi-systematic investment models.
• Analyse large datasets to identify trends, inefficiencies and trading opportunities in credit markets.
• Work closely with PMs, analysts and risk teams to integrate models into the investment process.
• Contribute to trade structuring, execution insights and portfolio positioning.

Requirements

• 2 - 4 years’ experience in a quantitative research or front‑office trading environment.
• Direct experience working with single‑name credit products is required.
• Strong Python skills, particularly with libraries such as Pandas and NumPy.
• Experience developing quantitative signals, models or research tools.
• Background in a hedge fund, investment bank or proprietary trading environment is preferred.

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