Quantitative Researcher
Position: Quantitative Researcher - Credit
Location: London or Paris
Overview:
A globally recognised investment firm is looking to hire a Junior Quantitative Researcher to join its credit-focused team. The firm operates a multi-strategy approach across global markets, with a strong emphasis on data-driven research and technology-led investment processes. The credit team works across a broad spectrum of instruments and strategies, combining quantitative research with advanced analytics to support investment decision-making.
Team Mission:
The credit team is responsible for developing both systematic and discretionary investment strategies. It leverages advanced analytics and rigorous research to drive performance across vanilla and semi-exotic credit products.
Role Summary:
This position sits within the credit team's pricing and analytics division. The successful candidate will contribute to the development of advanced pricing models and analytics libraries. This includes work on term structure curve calibrations, volatility and hazard rate modeling, recovery assumptions, PDE-based approaches, and stochastic simulations. The role also involves implementing numerical methods that optimize both accuracy and computational efficiency.
Key Responsibilities
- Design and maintain pricing models for a variety of credit instruments.
- Develop analytics libraries using advanced numerical methods.
- Collaborate with researchers and technologists to support strategy development and implementation.
- Contribute to model validation and performance analysis.
Candidate Profile
- 0-1 year of relevant experience in a quantitative or technical role.
- Strong academic background in a quantitative field (e.g., mathematics, physics, computer science, engineering).
- Interest in stochastic modelling, numerical methods, and applied statistics.
- Proficiency in programming (C++ preferred; familiarity with q/kdb+ is a plus).
- Strong communication skills and ability to work in a dynamic, fast-paced environment.
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