Long Short Systematic Credit Quantitative Researcher – London – Asset Manager
Octavius Finance are a specialist hedge fund and asset management recruitment firm, working with leading investment managers across public and private markets. Octavius Finance are recruiting for a Credit Quantitative Researcher on behalf of a London-based asset manager specialising in credit investing, long/short credit strategies, and credit hedge fund investing across global credit markets, with a primary focus on European credit.
This Credit Quantitative Researcher role sits within a credit investment team covering corporate bonds, leveraged loans, and structured credit instruments such as CLOs.
Responsibilities:
Develop, implement, and maintain quantitative models for credit relative value, pricing, and risk analysis across cash and structured credit markets
Build factor-based and statistical models for credit spread dynamics, default risk, and recovery assumptions
Analyse large, complex datasets across corporate bonds, leveraged loans, CDS, and structured credit products (including CLO tranches)
Support portfolio construction, optimisation, and trade idea generation across long/short credit strategies
Develop tools for risk monitoring, stress testing, scenario analysis, and performance attribution
Enhance pricing and valuation frameworks for illiquid or complex credit instruments
Work closely with portfolio managers and analysts to translate quantitative outputs into actionable investment insights
Contribute to automation and improvement of research workflows and data pipelines
Requirements
Degree in a highly quantitative discipline (e.g. mathematics, physics, engineering, statistics, computer science, finance, econometrics)
Experience in credit markets, fixed income, or structured credit strongly preferred
Strong programming skills in Python (or equivalent), with experience in data analysis libraries (e.g. pandas, NumPy, SciPy)
Good understanding of credit products including corporate bonds, leveraged loans, CDS, and CLO structures
Knowledge of statistical modelling, time series analysis, and machine learning techniques beneficial
Familiarity with risk modelling, portfolio construction, or quantitative trading strategies
Strong analytical mindset with ability to work with incomplete or noisy financial data
Excellent communication skills and ability to work collaboratively within an investment team
To apply, please submit a copy of your word CV to quantresearch@octaviusfinance.com