Senior Quant Analyst – Private Mortgage Securitisation

Legal And General Group; Greater London; On-site; GBP 90,000 - 125,000; Full time

Benefits offered by this job

Annual bonus plan

Share schemes

Generous pension

Life assurance

Healthcare plan

25 days holiday

Job summary

Legal & General Group is seeking a commercially minded quantitative analyst to join our specialist private mortgage investments team. You’ll work across an £8bn mortgage portfolio, helping assess and structure new opportunities that support long-term customer outcomes.

You’ll combine technical modelling with commercial judgement, analysing private securitisation transactions, asset cashflows and consumer-credit assets, and you’ll collaborate with risk, finance and governance teams across the

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 bond, RMBS and wider structured finance initiatives, helping shape future funding and investment strategies.

Skills

Structured finance

Securitisation

Cashflow modelling

Commercial judgement

VBA/Python/R (beneficial)

Tools

VBA

Python

R

Job description

Legal & General Group is seeking a commercially minded quantitative analyst to join our specialist private mortgage investments team. You’ll work across an £8bn mortgage portfolio, helping assess and structure new opportunities that support long-term customer outcomes.

You’ll combine technical modelling with commercial judgement, analysing private securitisation transactions, asset cashflows and consumer-credit assets, and you’ll collaborate with risk, finance and governance teams across the