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- Tasks: Join a dynamic team to build models for pricing and risk analysis in structured credit.
- Company: Be part of a leading global investment manager known for academic research and technical excellence.
- Benefits: Enjoy a collaborative environment with opportunities for remote work and professional growth.
- Why this job: Make an immediate impact while learning from top-tier talent in a high-performing platform.
- Qualifications: 4-8 years in quantitative modelling, strong Python skills, and a solid academic background required.
- Other info: Visa sponsorship available for global candidates looking to relocate to London.
The predicted salary is between 96000 - 126000 £ per year.
Quantitative Analyst – Structured Credit | Leading Global Investment Manager
Quantitative Analyst – Structured Credit | Leading Global Investment Manager
Direct message the job poster from Octavius Finance
We’re working exclusively with a leading global investment manager looking to add a Quantitative Analyst to their structured credit team in London. This is a rare opportunity to join a highly regarded team rooted in rigorous academic research and technical excellence , offering direct exposure to portfolio decision-making and strong visibility across the business. You\’ll be working alongside some of the most respected professionals in the space, with the opportunity to both contribute meaningfully and develop under top-tier talent. The environment is collaborative, intellectually demanding, and offers genuine long-term growth.
The Opportunity:
This role sits within the firm’s structured credit investment team and focuses on building models and tools to support pricing, risk management, and scenario analysis across securitised products, including RMBS, CMBS, ABS, and CLOs. You’ll work closely with portfolio managers and traders, providing real-time analytics and quantitative insight to inform investment decisions. You’ll be joining a high-performing platform with a strong track record in structured credit, where your contributions will have immediate impact and where innovation is actively encouraged.
Key Responsibilities:
- Build and maintain quantitative models for pricing and risk analysis of structured credit instruments
- Develop tools for scenario and sensitivity analysis to support portfolio management
- Collaborate with investment and risk teams to enhance analytics infrastructure
- Assist in automating workflows and improving the efficiency of internal modelling processes
- Contribute to investment discussions with data-driven insights and support portfolio decision-making
What We’re Looking For:
- 4–8 years’ experience in quantitative modelling or analytics, ideally with a focus on securitised products (RMBS, CMBS, ABS, CLOs, etc.)
- Solid programming skills in Python (or similar languages used for model development)
- Experience in structured credit analytics within a buy-side, sell-side, or rating agency environment
- Strong academic background in a quantitative or technical field (e.g., mathematics, physics, engineering, computer science)
- Excellent problem-solving skills and the ability to communicate complex ideas clearly
- A collaborative mindset with a passion for financial markets and investment strategy
The firm is open to candidates globally and can sponsor visas for those interested in relocating to London. This is a high-impact opportunity for someone looking to take ownership of quantitative modelling within a top-tier investment team at the forefront of global structured credit investing.
To apply please send your cv to
Seniority level
-
Seniority level
Mid-Senior level
Employment type
-
Employment type
Full-time
Job function
-
Job function
Finance and Research
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Industries
Financial Services, Investment Management, and Investment Banking
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Quantitative Analyst – Structured Credit | Leading Global Investment Manager employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst – Structured Credit | Leading Global Investment Manager
✨Tip Number 1
Familiarise yourself with the specific structured credit products mentioned in the job description, such as RMBS, CMBS, ABS, and CLOs. Understanding these instruments will not only help you during interviews but also demonstrate your genuine interest in the role.
✨Tip Number 2
Brush up on your Python programming skills, as solid programming is a key requirement for this position. Consider working on personal projects or contributing to open-source projects that involve quantitative modelling to showcase your abilities.
✨Tip Number 3
Network with professionals in the structured credit space, especially those who work at investment firms. Engaging in conversations about current trends and challenges can provide valuable insights and potentially lead to referrals.
✨Tip Number 4
Prepare to discuss your problem-solving approach and how you've used data-driven insights in past roles. Being able to articulate your thought process clearly will be crucial in demonstrating your fit for the collaborative environment at the firm.
We think you need these skills to ace Quantitative Analyst – Structured Credit | Leading Global Investment Manager
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative modelling and analytics, particularly with securitised products. Use specific examples to demonstrate your skills in Python and any other programming languages you are proficient in.
Craft a Strong Cover Letter: Write a cover letter that showcases your passion for financial markets and investment strategy. Mention how your background aligns with the key responsibilities of the role, such as building models for pricing and risk analysis.
Highlight Problem-Solving Skills: In your application, emphasise your problem-solving abilities and your experience communicating complex ideas clearly. This is crucial for collaborating with portfolio managers and traders.
Showcase Collaborative Experience: Mention any previous roles where you worked in a team environment, especially in finance or analytics. Highlight your ability to contribute to investment discussions with data-driven insights, as this is a key aspect of the role.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Technical Skills
As a Quantitative Analyst, you'll need to demonstrate your programming prowess, especially in Python. Be prepared to discuss specific projects where you've built models or tools for pricing and risk analysis, and consider bringing examples of your work to the interview.
✨Understand Structured Credit Products
Familiarise yourself with various securitised products like RMBS, CMBS, ABS, and CLOs. During the interview, be ready to explain how these products work and their implications on portfolio management, as this knowledge will be crucial for the role.
✨Prepare for Problem-Solving Questions
Expect to face complex problem-solving scenarios during the interview. Practice articulating your thought process clearly and logically, as this will showcase your analytical skills and ability to communicate complex ideas effectively.
✨Demonstrate a Collaborative Mindset
The role requires working closely with portfolio managers and traders. Highlight your experience in collaborative environments and provide examples of how you've successfully contributed to team projects, emphasising your passion for financial markets and investment strategy.
