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.