Role: Systematic Credit Quantitative Researcher Location: London/New York Industry: Hedge Fund/Alternative Asset Management Working Model: HybridOverview:I''m partnering with a highly regarded investment platform building out its systematic credit capability within a specialist credit franchise.The opportunity offers the chance to help shape and scale a systematic credit platform backed by institutional infrastructure and capital. You''ll have direct exposure to decision-makers and the autonomy to turn research into live strategies in a market where inefficiencies and capacity still exist.This is a Front Office research role focused on designing, testing and deploying systematic credit strategies across corporate bonds, credit indices, ETFs and related products. You''ll work closely with a PM and a small team of quants, conducting research and contributing directly to live trading decisions.Responsibilities:Research, develop and refine systematic/scientific credit strategiesBuild and test Alpha signals across credit spreads, relative value, carry, liquidity and cross-sectional factorsDesign robust backtesting frameworks and performance attribution toolsCollaborate directly with a PM on portfolio construction and risk managementWork with large-scale credit datasets and market microstructure nuancesContribute to the ongoing buildout of a scalable systematic credit platformThis is not a support function. You''ll be Embedded in the investment process with direct line-of-sight ..... full job details .....