Quantitative Analyst - Modelling and Structured Credit

Financial Services organisation is hiring for a Modelling Quantitative Analyst with deep experience in Structured Credit to join their Quant team. This is permanent role based in the City, flexible hybrid, offering a salary of £80K - £120K + Bonus + Full Benefits depending on experience.

Responsibilities include:

- Develop and maintain pricing and risk models for structured credit instruments.
- Implement and integrate quantitative models using C++, SQL, and Python (C# desirable).
- Leverage and integrate Intex analytics, with particular focus on the latest Intex API.
- Collaborate closely with trading, risk, and technology teams to ensure model robustness, transparency, and regulatory compliance.
- Analyse and interpret performance, cash flow, and structural data across a wide range of securitised products.

Skills and Experience:

o Solid, hands-on experience with Intex, including recent use of the latest Intex API.
o Strong quantitative modelling skills, with proven implementation in C++ and SQL.
o Direct experience in structured credit product modelling, with full product life cycle understanding.
o Working knowledge of Python and/or C# in a modelling or systems context.
o Experience working in a trading or risk environment, ideally within an investment bank, asset manager, or hedge fund.

Structured Credit Product Coverage:
Ideally your experience will include some or most of the following areas:

* Agency Residential Mortgage-Backed Securities (RMBS)
* Non-Agency RMBS
* Commercial Mortgage-Backed Securities (CMBS)
* Asset-Backed Securities (ABS) - including credit cards, auto loans, and other consumer finance
* Collateralized Loan Obligations (CLOs)

Please apply for immediate interview!

CBSbutler is operating and advertising as an Employment Agency for permanent positions and as an Employment Business for interim/contract/temporary positions. CBSbutler is an Equal Opportunities employer and we encourage applicants from all backgrounds.