Quantitative Analyst - Long/Short European Credit

Join a leading financial institution as aCredit 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 systematicrelative value (RV) screens and modelsto uncover alpha-generating opportunities in credit markets.
• Conduct in-depthdata analysis and researchto identify market trends and anomalies.
• Build and maintainportfolio tracking and alerting systems, ensuring real-time oversight of key parameters.
• Design and implementdata visualisation tools and dashboardsto 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