Senior Quantitative Credit Strategist
Full-time
London, UK
This is a high-impact opportunity to help build and scale quantitative credit capabilities within one of the most respected global asset managers with $13T+ in AUM. The Senior Corporate Credit Quantitative Strategist will partner with portfolio managers, credit analysts, and risk teams to shape and implement models that strengthen credit alpha generation, relative-value analysis, portfolio construction, and risk management across global investment-grade and high-yield markets.
You will have meaningful ownership to turn rigorous research into scalable, production-ready tools used in live corporate credit portfolios—helping define how quantitative insights inform security selection, position sizing, and risk decisions across a mature investment platform.
What You’ll Do
- Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relative-value decisions, and position sizing across global IG and HY portfolios.
- Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
- Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
- Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of back-testing, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
- Analyze issuer‑, sector‑, and capital‑structure‑level relationships to identify actionable relative‑value opportunities in corporate bonds.
- Translate research into scalable, production‑ready analytics embedded in portfolio construction and risk workflows.
- Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decision‑relevant outcomes.
- Mentor junior quants and uphold research standards, model governance, and documentation.
What It Takes
Required Qualifications
- Advanced degree (Master’s or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
- 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
- Experience supporting systematic or quantitatively‑enabled credit strategies.
- Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
- Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
- Strong programming skills in Python (required); SQL and/or R preferred.
- Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
- Proven ability to deliver actionable research used by PMs.
Preferred / Differentiating Skills
- Exposure to credit risk models, issuer‑level forecasting, and stress testing.
- Prior experience embedding models into portfolio construction or risk platforms.
- Prior experience with structured credit and global credit markets
- CFA or progress toward CFA.
Special Factors
Sponsorship
Vanguard is not offering visa sponsorship for this position.About Vanguard
At Vanguard, we don't just have a mission—we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work
Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.