Quantitative Researcher - Systematic Macro: Credit

About the role

Develop and investigate systematic investment ideas, signals, and strategies across credit and macro markets using quantitative research, market knowledge, and diverse datasets. Design and refine models, implement and monitor strategies with the Portfolio Manager, maintain robust Python code, and communicate research findings to the investment team. The role requires an advanced quantitative degree, ideally a Master's or PhD, and around two or more years of relevant quantitative research experience in a buy-side or sell-side environment. Candidates should have strong statistical and data-analysis skills, experience handling complex datasets, clear communication, and rigorous independent problem-solving; Python and exposure to credit, rates, macro, or alternative data are desirable.