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Quantitative Analyst – Structured Credit | Leading Global Investment Manager

Octavius Finance
London
2 weeks ago
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Quantitative Analyst – Structured Credit | Leading Global Investment ManagerQuantitative Analyst – Structured Credit | Leading Global Investment Manager

Direct message the job poster from Octavius Finance

We’re working exclusively with a leading global investment manager looking to add a Quantitative Analyst to their structured credit team in London. This is a rare opportunity to join a highly regarded team rooted in rigorous academic research and technical excellence, offering direct exposure to portfolio decision-making and strong visibility across the business. You'll be working alongside some of the most respected professionals in the space, with the opportunity to both contribute meaningfully and develop under top-tier talent. The environment is collaborative, intellectually demanding, and offers genuine long-term growth.

The Opportunity:

This role sits within the firm’s structured credit investment team and focuses on building models and tools to support pricing, risk management, and scenario analysis across securitised products, including RMBS, CMBS, ABS, and CLOs. You’ll work closely with portfolio managers and traders, providing real-time analytics and quantitative insight to inform investment decisions. You’ll be joining a high-performing platform with a strong track record in structured credit, where your contributions will have immediate impact and where innovation is actively encouraged.

Key Responsibilities:

  • Build and maintain quantitative models for pricing and risk analysis of structured credit instruments
  • Develop tools for scenario and sensitivity analysis to support portfolio management
  • Collaborate with investment and risk teams to enhance analytics infrastructure
  • Assist in automating workflows and improving the efficiency of internal modelling processes
  • Contribute to investment discussions with data-driven insights and support portfolio decision-making

What We’re Looking For:

  • 4–8 years’ experience in quantitative modelling or analytics, ideally with a focus on securitised products (RMBS, CMBS, ABS, CLOs, etc.)
  • Solid programming skills in Python (or similar languages used for model development)
  • Experience in structured credit analytics within a buy-side, sell-side, or rating agency environment
  • Strong academic background in a quantitative or technical field (e.g., mathematics, physics, engineering, computer science)
  • Excellent problem-solving skills and the ability to communicate complex ideas clearly
  • A collaborative mindset with a passion for financial markets and investment strategy

The firm is open to candidates globally and can sponsor visas for those interested in relocating to London. This is a high-impact opportunity for someone looking to take ownership of quantitative modelling within a top-tier investment team at the forefront of global structured credit investing.

To apply please send your cv to .

Seniority level

  • Seniority levelMid-Senior level

Employment type

  • Employment typeFull-time

Job function

  • Job functionFinance and Research
  • IndustriesFinancial Services, Investment Management, and Investment Banking

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