We are hiring a Quantitative Credit Portfolio Manager to join top-tier global hedge funds and multi-strategy platforms. This role focuses on building and managing systematic credit strategies across investment-grade, high yield, credit indices, and related derivatives, with full responsibility for research, portfolio construction, and risk management.
Key Responsibilities
- Manage a quantitative credit portfolio with full PnL ownership
- Develop and deploy systematic credit and relative-value strategies
- Trade instruments including cash bonds, CDS, indices, and credit derivatives
- Oversee portfolio construction, risk limits, and drawdown management
- Collaborate with researchers, technologists, and execution teams
Requirements
- Proven track record in quantitative or systematic credit trading
- Strong understanding of credit markets, spreads, curve dynamics, and liquidity
- Solid quantitative background in statistics, math, or financial engineering
- Advanced Python (and/or C++) skills
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