Senior Quantitative Credit Strategist

Vanguard UK

Hybrid
15+ years quantitative research experience
Python programming expertise required
Deep understanding of corporate debt markets
This senior role involves setting the research agenda in partnership with the Global Head of Quantitative Research to drive credit alpha generation

Job Summary

  • This senior role involves setting the research agenda in partnership with the Global Head of Quantitative Research to drive credit alpha generation.
  • The successful candidate will partner with portfolio managers and analysts to design scalable quantitative models that directly inform live portfolio decisions.
  • Vanguard operates a hybrid working model designed to capture flexibility while enabling in-person collaboration and learning.

Matching Summary

This senior role involves setting the research agenda in partnership with the Global Head of Quantitative Research to drive credit alpha generation.

Skills & Requirements

Must-have

  • 15+ years quantitative research experience
  • Python programming expertise required
  • Deep understanding of corporate debt markets
  • Experience with synthetic credit strategies
  • Ability to translate research into live portfolio decisions

Nice-to-have

  • CFA designation or progress toward CFA
  • Experience with structured credit products
  • Exposure to issuer-level forecasting models
  • Prior work embedding models in risk platforms
  • Knowledge of capital structure relative value

Key Requirements

  • Master's or PhD in quantitative discipline
  • 15+ years experience in corporate credit strategy
  • Strong programming skills in Python
  • No visa sponsorship available

Work Rights

Must have UK work authorization

Tailored Resume

Cover Letter