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Quantitative Analyst - Modelling and Structured Credit

City of London
1 week ago
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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.

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, and other
    consumer finance
  • Collateralized Loan Obligations (CLOs)

    Please apply for immediate interview!

    CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim / contract / temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds

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