LOG IN
SIGN UP
Canary Wharfian - Online Investment Banking & Finance Community.
Sign In
Forgot password?
Don't have an account?
or
Join Canary Wharfian
By signing up, you agree to our Terms & Conditions and Privacy Policy.
or

Senior Quantitative Credit Strategist

ExperiencedVisa sponsorship available
Vanguard logo

at Vanguard

Asset Management

Posted 5 days ago

No clicks

**Senior Quantitative Credit Strategist** drives quantitative credit strategies at a $13T+ global asset manager. Key responsibilities include developing and implementing quantitative models for alpha generation, issuer selection, and risk management across global investment-grade and high-yield markets. Additionally, this role requires partnering with portfolio managers, credit analysts, and risk teams to ensure quantitative insights inform live portfolio decisions. Essential skills include an advanced degree in a quantitative discipline, 15+ years of quantitative research experience in corporate credit, proficiency in Python, and expertise with large fixed-income datasets. Applicants should have a proven ability to deliver actionable research and a strong understanding of corporate debt markets and capital structures.

Compensation
Not specified

Currency: Not specified

City
London
Country
United Kingdom

Full Job Description

This is a high-impact opportunity to help build and scale quantitative credit capabilities within one of the most respected global asset managers with $13T+ in AUM. The Senior Corporate Credit Quantitative Strategist will partner with portfolio managers, credit analysts, and risk teams to shape and implement models that strengthen credit alpha generation, relative-value analysis, portfolio construction, and risk management across global investment-grade and high-yield markets.


You will have meaningful ownership to turn rigorous research into scalable, production-ready tools used in live corporate credit portfolioshelping define how quantitative insights inform security selection, position sizing, and risk decisions across a mature investment platform.


What Youll Do

  • Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relative-value decisions, and position sizing across global IG and HY portfolios.
  • Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
  • Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
  • Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of back-testing, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
  • Analyze issuer, sector, and capitalstructurelevel relationships to identify actionable relativevalue opportunities in corporate bonds.
  • Translate research into scalable, productionready analytics embedded in portfolio construction and risk workflows.
  • Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decisionrelevant outcomes.
  • Mentor junior quants and uphold research standards, model governance, and documentation.

What It Takes


Required Qualifications

  • Advanced degree (Masters or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
  • 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
  • Experience supporting systematic or quantitativelyenabled credit strategies.
  • Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
  • Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
  • Strong programming skills in Python (required); SQL and/or R preferred.
  • Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
  • Proven ability to deliver actionable research used by PMs.

Preferred / Differentiating Skills

  • Exposure to credit risk models, issuerlevel forecasting, and stress testing.
  • Prior experience embedding models into portfolio construction or risk platforms.
  • Prior experience with structured credit and global credit markets
  • CFA or progress toward CFA.

Special Factors

Sponsorship

Vanguard is not offering visa sponsorship for this position.

About Vanguard

At Vanguard, we don't just have a missionwe're on a mission.

To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.

Senior Quantitative Credit Strategist

Compensation

Not specified

City: London

Country: United Kingdom

Vanguard logo
Asset Management

5 days ago

No clicks

at Vanguard

ExperiencedVisa sponsorship available

**Senior Quantitative Credit Strategist** drives quantitative credit strategies at a $13T+ global asset manager. Key responsibilities include developing and implementing quantitative models for alpha generation, issuer selection, and risk management across global investment-grade and high-yield markets. Additionally, this role requires partnering with portfolio managers, credit analysts, and risk teams to ensure quantitative insights inform live portfolio decisions. Essential skills include an advanced degree in a quantitative discipline, 15+ years of quantitative research experience in corporate credit, proficiency in Python, and expertise with large fixed-income datasets. Applicants should have a proven ability to deliver actionable research and a strong understanding of corporate debt markets and capital structures.

Full Job Description

This is a high-impact opportunity to help build and scale quantitative credit capabilities within one of the most respected global asset managers with $13T+ in AUM. The Senior Corporate Credit Quantitative Strategist will partner with portfolio managers, credit analysts, and risk teams to shape and implement models that strengthen credit alpha generation, relative-value analysis, portfolio construction, and risk management across global investment-grade and high-yield markets.


You will have meaningful ownership to turn rigorous research into scalable, production-ready tools used in live corporate credit portfolioshelping define how quantitative insights inform security selection, position sizing, and risk decisions across a mature investment platform.


What Youll Do

  • Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relative-value decisions, and position sizing across global IG and HY portfolios.
  • Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
  • Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
  • Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of back-testing, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
  • Analyze issuer, sector, and capitalstructurelevel relationships to identify actionable relativevalue opportunities in corporate bonds.
  • Translate research into scalable, productionready analytics embedded in portfolio construction and risk workflows.
  • Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decisionrelevant outcomes.
  • Mentor junior quants and uphold research standards, model governance, and documentation.

What It Takes


Required Qualifications

  • Advanced degree (Masters or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
  • 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
  • Experience supporting systematic or quantitativelyenabled credit strategies.
  • Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
  • Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
  • Strong programming skills in Python (required); SQL and/or R preferred.
  • Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
  • Proven ability to deliver actionable research used by PMs.

Preferred / Differentiating Skills

  • Exposure to credit risk models, issuerlevel forecasting, and stress testing.
  • Prior experience embedding models into portfolio construction or risk platforms.
  • Prior experience with structured credit and global credit markets
  • CFA or progress toward CFA.

Special Factors

Sponsorship

Vanguard is not offering visa sponsorship for this position.

About Vanguard

At Vanguard, we don't just have a missionwe're on a mission.

To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.

How We Work

Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.