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
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.