Financial Services organisation is hiring for a Modelling Quantitative Analyst with deep experience in Structured Credit to join their Quant team. This is permanent role based in the City, flexible hybrid, offering a salary of £80K - £120K + Bonus + Full Benefits depending on experience.
The following information aims to provide potential candidates with a better understanding of the requirements for this role.
Responsibilities include:
- Develop and maintain pricing and risk models for structured credit instruments.
- Implement and integrate quantitative models using C++, SQL, and Python (C# desirable).
- Leverage and integrate Intex analytics, with particular focus on the latest Intex API.
- Collaborate closely with trading, risk, and technology teams to ensure model robustness,
transparency, and regulatory compliance.
- Analyse and interpret performance, cash flow, and structural data across a wide range of
securitised products.
Skills and Experience:
o Solid, hands-on experience with Intex, including recent use of the latest Intex API.
o Strong quantitative modelling skills, with proven implementation in C++ and SQL.
o Direct experience in structured credit product modelling, with full product
lifecycle understanding.
o Working knowledge of Python and/or C# in a modelling or systems context.
o Experience working in a trading or risk environment, ideally within an investment
bank, asset manager, or hedge fund.
Structured Credit Product Coverage:
Ideally your experience will include some or most of the following areas:
• Agency Residential Mortgage-Backed Securities (RMBS)
• Non-Agency RMBS
• Commercial Mortgage-Backed Securities (CMBS)
• Asset-Backed Securities (ABS) – including credit cards, auto loans.
• Collateralized Loan Obligations (CLOs)
Please apply for immediate interview!