Quant Developer – Asset-Backed Finance

Kieran Knight Consulting; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A global investment firm in Greater London is seeking a Quant Developer to enhance its Asset-Backed Finance (ABF) team. The role involves building and maintaining quantitative models for deal diligence, pricing, and risk analysis. Ideal candidates will have experience in structured credit or asset-backed finance and strong programming skills in Python. This position offers significant exposure to investment decisions and the opportunity to integrate modelling with engineering in a dynamic environment.

Qualifications

• Experience in structured credit, asset-backed finance or credit investments.
• Hands-on financial or cashflow modelling experience (ABS, CLO, CMBS).
• Comfortable working with complex datasets in a commercial or investment environment.

Responsibilities

• Build, develop and maintain ABF cashflow, valuation and risk models.
• Support deal diligence, pricing, structuring and ongoing asset management.
• Work with investment professionals to evolve models as assumptions and portfolios change.

Skills

Quantitative modelling

Financial modelling

Programming (Python)

Analytical skills

Working with complex datasets

Job description

Our client, a global investment firm is expanding its Asset-Backed Finance (ABF) team and is looking to hire a Quant Developer to work closely with investment team. This role focuses on building and maintaining quantitative models used in deal diligence, pricing, risk analysis and portfolio management across structured credit and receivables-based investments. The position sits close to investment decision-making and spans the full ABF lifecycle.

The role

• Build, develop and maintain ABF cashflow, valuation and risk models
• Support deal diligence, pricing, structuring and ongoing asset management
• Translate deal structures, waterfalls and legal terms into robust financial models
• Work with investment professionals to evolve models as assumptions and portfolios change
• Contribute to scalable analytics and modelling capability as the platform grows

Background

• Experience in structured credit, asset-backed finance or credit investments
• Hands‑on financial or cashflow modelling experience (ABS, CLO, CMBS, receivables or similar)
• Strong quantitative or analytical background, with practical programming experience (Python preferred)
• Comfortable working with complex datasets in a commercial or investment environment

Why this is for you

• Models are used directly in live investment decisions
• Broad exposure across deals and portfolios
• Clear ownership and responsibility
• Opportunity to blend quantitative modelling with engineering in a buy-side setting

If your background sits somewhere between quant, structuring, credit analysis or investment analytics, and you enjoy owning models end-to-end, this role is likely to be a strong fit.