Strategic Structured Finance Quant Lead

European Bank for Reconstruction and Development; Greater London; Hybrid; GBP 80,000 - GBP 120,000; Full time

Job summary

A leading international bank in Greater London is looking for a Principal, Structured Finance Quantitative Specialist. This role involves designing and maintaining models for investment evaluation and risk pricing within structured finance. Candidates should possess a strong quantitative background, including an advanced degree, and significant experience in structured finance modeling. You will work closely with teams to ensure accurate pricing and assessments of credit risks. The position provides a hybrid working environment with excellent benefits.

Benefits

Comprehensive suite of competitive benefits

Flexible working environment

Inclusive working culture

Qualifications

• Strong quantitative skills in financial modelling and statistics/econometrics.
• Significant practical experience in structured finance modelling, securitization analytics, or quantitative risk.
• Proficient in Python, MATLAB, and/or C++.

Responsibilities

• Design, build, validate and maintain internal asset and cash flow models.
• Implement Monte Carlo simulations to model portfolio losses and structural resilience.
• Lead the quantitative risk workstream for structured finance transactions.

Skills

Quantitative skills

Financial modelling

Statistics

Python

MATLAB

C++

Communication skills

Problem-solving

Detail-oriented

Team collaboration

Education

Advanced degree (MSc or PhD) in a quantitative discipline

Tools

SQL

QuantLib

Moody's SFW

Bloomberg SFLC

Job description

A leading international bank in Greater London is looking for a Principal, Structured Finance Quantitative Specialist. This role involves designing and maintaining models for investment evaluation and risk pricing within structured finance. Candidates should possess a strong quantitative background, including an advanced degree, and significant experience in structured finance modeling. You will work closely with teams to ensure accurate pricing and assessments of credit risks. The position provides a hybrid working environment with excellent benefits.