CLO Quant | Hedge Fund | London

We're working with a leading credit-focused hedge fund to find a Quantitative Strategist for their CLO and structured credit platform.

The Role

The successful candidate will contribute directly to portfolio analytics, investment decision-making, and market opportunity identification across both the CLO issuance platform and hedge fund strategies. The role offers exposure to trading, portfolio construction, and structured credit investment processes, with scope to grow into trading responsibilities over time.

This position is well suited to candidates who combine strong quantitative and programming skills with an interest in structured credit markets and investment strategy development.

What You'll Be Doing

Quantitative Analytics – CLO Platform

• Develop and enhance quantitative tools supporting the CLO Issuance Platform, portfolio optimisation, and risk analysis
• Build systematic frameworks to analyse third-party CLO portfolios using loan-level data and market risk factors
• Develop quantitative signals and opportunity screens supporting hedge fund investment strategies
• Conduct statistical analysis of CLO and third-party CLO performance
• Support investment insights and analytics used in CLO equity marketing and investor materials

European CLO Analyst / Trading Support

• Monitor European CLO primary and secondary market flows and pricing dynamics
• Coordinate with CLO structuring team, including collaboration on US CLO activity where relevant
• Assist in development of trade ideas and short-term trading strategies
• Maintain and improve tools used for hedge measurement, risk sensitivities, and hedging strategy implementation

Non-US ABS / RMBS / CMBS Analysis

• Develop expertise across non-US ABS and structured credit products
• Build collateral pricing and risk analysis tools in collaboration with asset-backed finance teams
• Coordinate with US ABS/RMBS teams as platform capabilities expand

What We're Looking For

Required:

• Strong quantitative background in finance, mathematics, engineering, physics, or related disciplines
• Experience or strong interest in structured credit, CLOs, or fixed income markets
• Programming proficiency in Python 
• Strong data analysis and statistical modelling capabilities
• Understanding of portfolio risk and performance analytics
• Ability to translate quantitative output into actionable investment insights
• Strong communication skills and ability to work closely with investment and structuring teams
• Self-motivated with ability to operate in a fast-paced investment environment
• Strong academic credentials preferred

Not required but very desirable:

• Experience analysing CLO, ABS, or structured credit instruments
• Exposure to loan-level modelling or credit portfolio analytics
• Knowledge of fixed income derivatives or hedging techniques

Reach out directly or apply via the link. All conversations handled confidentially.

recruitment@geroldpartners.com | geroldpartners.com