Quantitative Analyst - Long/Short European Credit
Join a leading financial institution as a Credit Quantitative Analyst, specialising in the discretionary long/short European credit space. Based in London, this role offers the chance to merge advanced quantitative skills with cutting-edge credit market analysis, working alongside a high-performing team to drive innovative strategies.
Key Responsibilities:
- Develop systematic relative value (RV) screens and models to uncover alpha-generating opportunities in credit markets.
- Conduct in-depth data analysis and research to identify market trends and anomalies.
- Build and maintain portfolio tracking and alerting systems, ensuring real-time oversight of key parameters.
- Design and implement data visualisation tools and dashboards to support market analysis and inform portfolio managers.
Candidate Requirements:
- Experience: 3-5 years in quantitative research or development within financial services, ideally on a sell-side trading desk or buy-side firm with a focus on credit or fixed income.
- Technical Proficiency:
- Advanced Python skills, including libraries such as Pandas, NumPy, SciPy, and Scikit-learn.
- Strong database programming knowledge (SQL) and cloud deployment experience (AWS preferred).
- Expertise with visualisation platforms like Dash/Plotly and familiarity with market data tools (e.g., Bloomberg).
- Analytical Skills: Proven ability to handle large datasets and deliver actionable insights through rigorous analysis.
- Commitment to Excellence: A meticulous approach, strong ethical standards, and critical problem-solving capabilities.
If you're interested, please apply or send an email with your CV
