Full job description 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.
Key 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
*Research and prototype new quantitative approaches for credit investing, including machine learning and alternative data applications
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
*Experience working with large financial datasets and building robust research pipelines
*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
*Strong interest in global credit markets and alternative investment strategies
To apply, please submit a copy of your word CV to
mailto: