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- Tasks: Join a high-performing Credit team to develop advanced models and trading infrastructure.
- Company: A leading quant hedge fund based in Central London, known for innovation and excellence.
- Benefits: Competitive salary, performance-related bonuses, and the chance to work onsite in a vibrant city.
- Why this job: Make a direct impact on trading strategies while collaborating with top-tier quants and technologies.
- Qualifications: 1-3 years' experience in finance, strong quantitative skills, and proficiency in programming (C++ preferred).
- Other info: Opportunity to work in a fast-paced environment with a focus on cutting-edge analytics.
The predicted salary is between 80000 - 120000 £ per year.
Quantitative Researcher – Credit
£100,000 – 120,000 GBP
Performance Related Bonuses
Onsite WORKING
Location: Central London, Greater London – United Kingdom Type: Permanent
My client is a leading quant hedge fund who are looking to hire a Quantitative Researcher to join their high-performing Credit team (London or Paris). This is an opportunity to work alongside leading academic quants and technologies in a role with direct impact on pricing, analytics and trading infrastructure.
The Credit Team
The group generates value across cash, synthetic, and structured credit instruments, combining systematic and discretionary strategies. Leveraging advanced analytics for vanilla and semi-exotic products, the team applies covers strategies across global markets.
The Role
You will contribute to the development of state-of-the-art models, including:
- Term structure curve calibrations
- Volatility, hazard rate, and recovery modelling
- Advanced stochastic simulations
Alongside model research, you will play a hands-on role in building trading infrastructure and analytics libraries, applying optimal numerical methods to balance precision with computational efficiency.
What They\’re Looking For
- 1-3 years\’ experience, ideally from a leading investment bank or buy-side institution
- Strong quantitative and analytical skills, with a solid foundation in stochastic modelling and statistics
- Proficiency in programming (C++ highly preferred; q/kdb+ a plus)
- Clear, concise communication skills
- Ability to work in a fast-paced and dynamic environment
Reference: AMC/RSP/NW/CQRL
#rasa
JBRP1_UKTJ
Quantitative Researcher Credit employer: Anson McCade
Contact Detail:
Anson McCade Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher Credit
✨Tip Number 1
Network with professionals in the quantitative finance field. Attend industry conferences, seminars, or meetups where you can connect with quants and learn about their experiences. This can give you insights into the role and potentially lead to referrals.
✨Tip Number 2
Brush up on your programming skills, especially in C++. Consider working on personal projects or contributing to open-source projects that involve quantitative finance. This will not only enhance your skills but also provide you with practical examples to discuss during interviews.
✨Tip Number 3
Stay updated on the latest trends and developments in credit markets and quantitative research. Follow relevant blogs, podcasts, and publications to ensure you can speak knowledgeably about current events and how they might impact the role you're applying for.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges related to stochastic modelling and statistics. Websites like LeetCode or HackerRank can be great resources to sharpen your skills and get comfortable with the types of questions you might face.
We think you need these skills to ace Quantitative Researcher Credit
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative research, particularly in credit markets. Emphasise your skills in stochastic modelling, statistics, and any programming languages you are proficient in, especially C++.
Craft a Strong Cover Letter: Write a cover letter that clearly outlines your interest in the role and how your background aligns with the requirements. Mention specific projects or experiences that demonstrate your analytical skills and ability to work in a fast-paced environment.
Showcase Technical Skills: In your application, include examples of your programming proficiency and any relevant projects you've worked on. If you have experience with advanced stochastic simulations or model development, be sure to highlight this.
Prepare for Technical Questions: Anticipate technical questions related to quantitative research and credit instruments. Brush up on your knowledge of term structure curve calibrations, volatility modelling, and other key concepts mentioned in the job description.
How to prepare for a job interview at Anson McCade
✨Brush Up on Your Quant Skills
Make sure you have a solid understanding of stochastic modelling and statistics. Be prepared to discuss your previous experience in these areas, as well as any relevant projects you've worked on.
✨Showcase Your Programming Proficiency
Since C++ is highly preferred, be ready to demonstrate your coding skills. You might be asked to solve a problem or explain your thought process while coding, so practice common algorithms and data structures.
✨Communicate Clearly and Concisely
Strong communication skills are essential for this role. Practice explaining complex concepts in simple terms, as you may need to convey your ideas to team members who aren't as technically inclined.
✨Prepare for a Fast-Paced Environment
The role requires adaptability and quick thinking. Think of examples from your past experiences where you successfully navigated high-pressure situations or tight deadlines, and be ready to share those stories.
