Credit Quantitative Analyst

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

Location: London, GB

Posted Date: 1/15/2025