Job Title

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 TPBN1_UKTJ