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Credit Quant - Research and Strategy

England, City of London, London / England, London
Closing date
18 Feb 2024

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Investment, Life insurance, Pensions
Contract Type
Full Time

Job Details

Credit Quant - Research and Strategy

A leading Insurance firm is looking to hire a Credit Quant. The successful candidate will play a critical role in combining quantitative insights into long-term credit value with a deep understanding of balance sheet and use this to design and implement strategies that optimize the portfolio. Being the team lead, responsible to conduct quantitative credit research and enhance the long- term profit in credit to sharpen the company's analytical approach to credit investment in long term.

Key responsibilities:

Scaling and enhancing the Quantitative Portfolio Management Process:

  • Systematically analyze cross-currency opportunities to enhance trade ideas.
  • Integrate optimal turnover and t-cost assumptions into trade modeling.
  • Accelerate trade production for effective risk management.

Quantitative Credit Analytics:

  • Implement cutting-edge credit analytics to supplement qualitative asset allocation decisions.
  • Fully analyze potential cross-over strategies in short-dated low-BBB credits.
  • Conduct back testing of trading ideas on sectors/issuers for optimal entry points.
  • Provide essential overlay analysis for portfolio construction and future asset allocation.


  • Degree in a quantitative discipline, with postgraduate qualifications like PHD preferred.
  • Around 3-5 years of experience in a highly quantitative/research-oriented discipline.
  • Strong fixed-income knowledge, including bonds pricing, cashflow analysis, and default risks.
  • Strong modeling skills, especially in optimization methods. Proficient in Python programming.
  • Understanding of Defined Benefit pension schemes and/or Solvency II for Life Insurers.
  • Knowledge of derivatives, including Interest Rate Swaps, Cross-Currency Swaps, and Inflation products.
  • Front-office experience in a fast-paced environment.

Please contact Cynthia Chui for further information


HFG is an award winning international recruitment consulting firm that provides specialist professionals to leading General Insurance, Life, Reinsurance, Pensions and Management Consultancy firms. 

Since our formation in 2002 we have sought to provide a market leading recruitment service which challenges the gap between large agencies broad capabilities, and executive search companies’ levels of service.

Regarded by our clients and candidates as industry experts, we deliver solutions to the global insurance marketplace where we specialise in actuarial recruitment.

Led by a number of ex-industry professionals, our consultants have shown a long-term commitment to their defined markets. 

The provision of considered advice based on deep market knowledge is central to our business model. 

You will regularly find HFG at industry events and conferences including GIRO, Life, Momentum, Health, Care & Protection and Joint Risk, Investment & Pensions.

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