Quant jobs / Vanguard

Senior Quantitative Credit Strategist

A senior quant role in the asset manager's corporate credit group, building models that guide issuer selection, relative value and sizing in investment-grade and high-yield portfolios. It works directly with portfolio managers and analysts.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build credit signals covering valuation, spread, quality, momentum and liquidity
Own backtesting, performance attribution and factor analysis for credit strategies
Find relative-value trades across issuers, sectors and capital structure
Turn research into production tools used in portfolio construction and risk
Mentor junior quants and uphold model governance

What they ask for

Required

Master's or PhD in a quantitative discipline
15+ years in quantitative research on corporate credit
Corporate bond market knowledge: spreads, capital structure, ratings migration, defaults
Synthetic credit, capital structure relative value and leveraged loans
Python
Large fixed income datasets such as TRACE

Preferred

SQL or R
Credit risk models and stress testing
Embedding models in portfolio or risk platforms
Structured credit
CFA progress

Education: Master's or PhD in maths, statistics, physics, engineering or quantitative finance
Experience: 15+ years in quantitative research or strategy focused on corporate credit
Languages and tools: Python
SQL
R
Markets: credit

How to prepare

Build a credit spread factor model (value, quality, momentum) and backtest excess returns
Study bond data quirks: TRACE prints, liquidity and pricing gaps
Learn credit relative-value frameworks and ratings migration analysis
Practise performance attribution for a bond portfolio

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Vanguard’s site before applying: requirements, location and pay can change after we check them.

View the posting on Vanguard’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Vanguard and doesn’t handle applications.