Quantitative Analyst - Modelling and Structured Credit
120000 Annual
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 life cycle 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.