Job Description

Location: New York, NY, Bala Cynwyd, PA

Role Overview:

We are seeking an accomplished Senior Credit Researcher to join our investment team and drive high-conviction, alpha-generating ideas in corporate credit markets. This role requires a hybrid skill set: deep fundamental credit expertise coupled with advanced quantitative and analytical capabilities. The successful candidate will combine rigorous company-level research with data-driven insights to uncover opportunities across the credit spectrum.

Key Responsibilities:

Alpha Generation

• Conduct fundamental research across corporates and sectors, identifying relative value and mispricings.
• Develop investment theses supported by both traditional analysis and quantitative validation.
• Generate actionable recommendations across bonds, tranches, CDX.

Research & Analysis

• Build detailed financial and valuation models, including scenario-based stress testing and capital structure simulations.
• Apply quantitative techniques (e.g., factor modelling, regression analysis, statistical testing) to enhance investment conviction.
• Leverage large datasets — including alternative and market microstructure data — to uncover signals and trends.
• Integrate macroeconomic and micro credit drivers, sector dynamics into both qualitative and quantitative research frameworks.

Collaboration & Leadership

• Partner with PM, traders, and risk management to align research with portfolio construction and risk-adjusted return goals.
• Collaborate with quantitative researchers and data engineers to refine analytical toolkits.
• Represent credit research perspectives in firmwide investment discussions.

Qualifications:

• 7–12+ years of experience in fundamental credit research with exposure to quantitative methods; hedge fund or credit-focused buy-side experience preferred.
• Proven track record of generating profitable investment ideas.
• Strong foundation in corporate finance, credit valuation, and capital structure analysis.
• Proficiency in Python, R, or MATLAB for modelling, statistical analysis, and data manipulation.
• Familiarity with databases, APIs, and data science workflows (SQL, Pandas, NumPy, etc.).
• Excellent communication skills with the ability to present complex analysis clearly and persuasively.
• Commercial mindset and disciplined risk awareness.

Preferred Experience:

• Coverage in high-yield, distressed, or special situations credit.
• Familiarity with quantitative factor models, machine learning applications, or statistical arbitrage concepts applied to credit.
• Experience with large/alternative datasets (credit card, supply chain, satellite, etc.) and integration into research processes.
• Advanced degree in a quantitative or financial discipline (CFA, MBA, MSc, PhD) desirable but not essential.

What We Offer

• Competitive compensation structure with performance-based upside.
• The opportunity to drive research impact at the heart of a high-conviction, performance-driven hedge fund.
• Access to cutting-edge data, tools, and infrastructure to support research innovation.
• A collaborative environment that prizes intellectual rigour and creativity.

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