Quantitative Analyst - Structured Credit

Tempest Vane Partners; England; Hybrid; GBP 120,000 - 190,000; Full time

Benefits offered by this job

Pension contribution

Healthcare

Life insurance

26 days holiday

10 days remote working

Hybrid working

Job summary

A leading FinTech business in the UK is seeking a Quantitative Analyst specializing in Structured Credit to join their team in London. You will develop and enhance models, support clients across various asset classes, and work with top industry talents. Compensation is competitive, with substantial benefits including hybrid working options and a discretionary annual bonus.

Qualifications

• Experience working as a Quantitative Analyst in a front office trading environment.
• Strong knowledge of Structured Credit / Securitised products and models.
• Strong C++ and Python development ability.

Responsibilities

• Contribute to the development of new and existing models and analytics in the Quant Analytics library.
• Develop and enhance existing trading tools.
• Provide ongoing support to clients across all asset classes.

Skills

Experience as a Quantitative Analyst

Knowledge of Structured Credit/Securitised Products

Strong C++ development ability

Strong Python development ability

Client support

Tools

Quant Analytics library

Python data tools

Job description

Quantitative Analyst - Structured Credit

Direct message the job poster from Tempest Vane Partners

My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers.

They are looking for a Quantitative Analyst with strong knowledge of Structured Credit / Securitised Products to join their Quantitative Analytics & Development team based in London. The individual will be focused on ABS, MBS, CDOs, CLOs and CMOs.

What You'll Get

• An opportunity to be part of one of the most exciting buy-side FinTech businesses in the world with a clear goal to become the first choice trading technology provider with asset managers and financial institutions alike, across the derivatives markets.
• There is a high talent density and as such you will be working with top performers from across the industry with exceptional mentoring and opportunities to learn and develop your skills.
• They market leading compensation, including an annual discretionary bonus, with ongoing opportunities for financial advancement.
• They offer benefits including pension contribution, healthcare, life insurance, 26 days holiday, 10 further days remote working from anywhere in the world and hybrid working.

What You'll Do

• The successful candidate will join the Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
• Furthermore, the individual is expected to develop new and enhance existing trading tools that are used by their clients (written in Python).
• At the same time, the successful candidate is expected to provide ongoing support to clients across all asset classes (especially Rates, but also FX, Equities, and Commodities), and maintenance of existing BAU systems and processes.

What You'll Need

• Experience working as a Quantitative Analyst in a front office trading environment.
• Strong knowledge of Structured Credit / Securitised products and models, including ABS, MBS, CDOs, CLOs and CMOs (expertise is not required in all).
• Strong C++ and Python development ability.
• Experience supporting a live production environment and models.