Global Banking & Markets, Structured Credit (SFL) Desk Strat, Associate, London

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented Associate to join their Structured Credit Desk in London. This role offers a unique opportunity to leverage your quantitative skills and coding expertise to develop pricing models and risk management tools. You will be at the forefront of structuring tailored financing solutions across diverse asset classes, gaining invaluable exposure to the dynamic world of structured finance. If you are passionate about applying cutting-edge techniques in a fast-paced environment and making a tangible impact on business growth, this position is perfect for you.

Qualifications

• Excellent academic record in a relevant quantitative field.
• Experience in object-oriented programming.
• Knowledge of Stochastic calculus and derivatives pricing.

Responsibilities

• Improve existing pricing models for structured products.
• Analyze transaction risks and drivers of profits.
• Build end-to-end solutions from data collection to automated actions.

Skills

Quantitative Skills

Coding Skills

Communication Skills

Analytical Skills

Education

Mathematics

Physics

Engineering

Computer Science

Tools

C++

Java

Python

Job description

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Global Banking & Markets, Structured Credit (SFL) Desk Strat, Associate, London, London

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Client:

Location:

London, United Kingdom

Job Category:

Finance

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EU work permit required:

Yes

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Job Reference:

09ff80489799

Job Views:

9

Posted:

26.04.2025

Expiry Date:

10.06.2025

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Job Description:

What we do

Structured Finance & Lending (SFL) Strats Team within Global Markets Division (GMD) is responsible for modeling and pricing of structured trades, as well as building risk management tools for SFL businesses and clients using cutting edge quantitative, machine learning, and other AI techniques. The business focuses on providing customized financing solutions to clients, which covers a wide range of collateral asset classes such as private credit and equity, capital calls or specialty assets, in the forms of Loans, Repos, Asset-Backed Securities and Derivatives. This role offers a unique opportunity to work within the Structured Financing and Lending businesses to deliver tailored solutions to our clients while gaining exposure to a wide range of asset classes.

Your Impact

SFL Strats play a critical role in deal structuring, pricing, execution and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge.

Responsibilities

• Improve existing pricing models and create new ones for structured products.
• Understand transaction risks and analyze drivers of profits and losses.
• Provide analysis for new transactions.
• Improve existing and create new models for the pricing and analysis of derivatives, public/private market assets and transactions
• Identify, curate, and integrate new structured and unstructured datasets into models.
• Build end to end solutions from data collection to automated actions.

Who We Look For

• Strong quantitative and coding skills with desire to develop a commercial mindset
• Solid work ethics, team-oriented, high levels of motivation.
• Ability to work in a fast-paced environment and time-sensitive situations.
• Effective communication skills in verbal and written form to both technical and business audiences.

Basic Qualifications

• Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science.
• Strong math and quantitative skills
• Experience in object-oriented programming with a language such as C++, Java or Python.
• Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background
• Knowledge of credit market and products, interest rates, FX, or risk management is preferred.