Senior Quant Analyst: Private Mortgage Securitisation

Legalandgeneral; England; On-site; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Annual bonus plan

Share schemes

Pension contribution

Life assurance

Healthcare Plan

25 days holiday + mine holidays

Electric car scheme

Employee discounts

Sustainable offices

Job summary

Legal & General (L&G) is seeking a commercially minded quantitative investment analyst to join our specialist private mortgage investments team. You’ll work on an £8bn mortgage portfolio, assessing and structuring new investment opportunities to support long-term customer outcomes.

You’ll combine technical modelling with commercial judgement across mortgage-backed investments, securitisation structures and consumer-credit assets.

Qualifications

• Experience in quantitative analysis, structuring, securitisation or structured finance.
• Strong cashflow modelling and financial analysis skills.
• Understanding of residential mortgages, consumer credit, asset-backed lending or securitised products.

Responsibilities

• Structuring and executing private securitisation transactions, including asset cashflow, capital structure and investor return analysis.
• Managing periodic note issuances from private securitisation programmes, including cashflow analysis and engagement with rating agencies.
• Assessing new mortgage and consumer-credit investment opportunities across a range of lending assets.
• Analysing rating, structural, capital and profitability impacts on prospective and existing transactions.
• Supporting the design, execution and ongoing management of securitisation and funding structures.
• Producing scenario analysis, transaction modelling and investment recommendations to support decision-making.
• Collaborating with portfolio management, risk, finance, legal and governance teams across the investment lifecycle.
• Contributing to covered bonds, RMBS and wider structured finance initiatives, helping shape future funding and investment strategies.

Skills

Quantitative analysis

Structuring

Securitisation

Cashflow modelling

Stakeholder management

Python

R

VBA

Tools

None

Job description

Legal & General (L&G) is seeking a commercially minded quantitative investment analyst to join our specialist private mortgage investments team. You’ll work on an £8bn mortgage portfolio, assessing and structuring new investment opportunities to support long-term customer outcomes.

You’ll combine technical modelling with commercial judgement across mortgage-backed investments, securitisation structures and consumer-credit assets.