Credit Risk Quant (ABF)

Our client, a London based private credit fund is seeking a Senior Associate/Vice President to join their asset-backed credit team in London.

You will

• Perform in-depth asset and data analysis and build models to forecast future asset performance and behaviours to support investment theses using SQL and Python
• Drive due diligence processes, coordinating inputs from legal, technical, and commercial advisors
• Support thematic research and opportunity mapping across asset classes and jurisdictions

You'll need

• A srong academic background, ideally with an advanced degree in a quantitative or analytical field (e.g. Engineering, Maths, Physics, Economics, or similar)
• 4–8 years of experience of i) working with large data sets and building forecasting models and ii) using the outputs to make business or investment decisions.
• Experience working within or closely with a retail bank (particularly in credit risk), asset-backed finance, NPL investment firms/ funds, structured lending or data- driven lending models, is highly advantageous

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