Quantitative Credit Portfolio Manager
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore
This position is with a globally renowned hedge fund, recognized for its expertise in quantitative and systematic strategies across multiple asset classes. The firm is at the forefront of innovation in credit markets, combining advanced analytics, proprietary data, and technology to deliver superior risk-adjusted returns.

The Quantitative Credit Portfolio Manager will be responsible for developing and managing systematic trading strategies in credit markets. This role requires deep expertise in credit instruments, quantitative modeling, and a proven track record of generating alpha through innovative, data-driven approaches.
Key Responsibilities:
- Develop, implement, and manage systematic credit trading strategies across corporate bonds, credit derivatives, structured products, and related markets.
- Conduct in-depth research and analysis on credit markets to identify inefficiencies and alpha opportunities.
- Build and maintain quantitative models for pricing, risk management, and portfolio construction.
- Leverage proprietary data and advanced statistical techniques to develop predictive models for credit spread movements, default risks, and other credit-related factors.
- Actively monitor and optimize portfolio performance, ensuring adherence to predefined risk parameters and alignment with the firm’s investment objectives.
- Collaborate with data scientists, technologists, and traders to enhance strategy implementation and execution.
- Stay informed about macroeconomic trends, sector-specific developments, and regulatory changes impacting credit markets.
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