We’re working exclusively with a leading global investment manager looking to add aQuantitative Analystto theirstructured credit teamin London. This is a rare opportunity to join a top-performing investment platform with a longstanding track record in securitised products, known for its rigorous academic culture, innovative mindset, and close integration with portfolio management.

This team offers exceptional visibility across the business and real exposure to investment decision-making – not a back-office modelling role, but one where your insights influence how capital is deployed

The Role:

Sitting directly alongsidePMs and traders, you will play a key role indeal evaluation, structuring and portfolio analytics. This is a hands-on, data-heavy role requiring you tobuild, maintain and optimise modelsused for pricing, risk, and scenario analysis acrossstructured creditandprivate credit solutions, including:

• • RMBS, CMBS, ABS, CLOs
  • Asset-backed and corporate credit financing
  • Risk transfer and capital solutions

You will work acrossdeal sourcing, due diligence, and ongoing portfolio monitoring, supporting investment activity with quantitative insights and tooling

Key Responsibilities:

• • Build and enhancecashflow and risk modelsfor structured credit investments
  • Develop tools forscenario analysis, sensitivity testing, and deal-level modelling
  • Partner with PMs and deal teams to deliver data-driven investment insights
  • Contribute todeal evaluation, including assessment ofstructure complexity,data sources, andvendor models
  • Assist in automating analytics workflows, moving from spreadsheet-based toPython-based frameworks
  • Apply advanced techniques includingconditional probability,regression,Monte Carlo simulation, andoptimisation
  • Stay actively involved inportfolio monitoringand performance attribution

What We’re Looking For:

• • 4–8 years' experiencein quantitative modelling, ideally within structured credit, private credit, or related markets
  • Strong grasp ofstructured product lingo, deal architecture, and risk parameters
  • Excellent programming skillsin Python (or similar), with hands-on experience in building or improving credit modelling tools
  • Knowledge ofdeal vendors,data management (e.g., Dropbox workflows), and the broader securitisation ecosystem
  • Strong academic credentials in a quantitative discipline (e.g., math, physics, engineering, computer science)
  • Demonstrated ability tothink commercially, communicate complex ideas clearly, and contribute to investment outcomes

Why This Role:

• • Direct exposure toportfolio construction and decision-making
  • Work closely with a world-class team in aflat, collaborative structure
  • Opportunities to grow into a moreinvestment-facing roleover time
  • Significantresponsibility and impactfrom day one
  • Open toglobal talent– full visa sponsorship

To learn more or apply, send your CV to