AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset & Structured Products – Alternative Credit

Location:London

Job Type:Permanent

Overview

Working with one of world’s largest sovereign wealth funds with global reach. This will give you exposure to an extraordinary network of the world’s industry leaders. As a leading global long-term investor, this is a great opportunity to work at the cutting edge of investments.

Investment Insights Group

The a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance. While quantitative researchers reside within specific asset departments alongside investment teams, they are also part of the broader quantiative community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects.

What impact can you make in this role?

We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG). This role offers the opportunity to work on complex financial products, including structured products and other forms of asset-backed financing. The ideal candidate will have a strong quantitative background, excellent programming skills, and a deep understanding of structured products.

What will you do as a Quantitative Strategist?

• Risk Analysis: Understand the mechanics of structured products and apply this knowledge to model development and risk analysis.
• Quantitative Techniques: Apply advanced mathematical and statistical techniques to solve complex problems and make data-driven decisions.
• Financial Modelling: Develop and maintain financial models in Python, ensuring they accurately represent financial scenarios and risks.
• Data Management: Work with AWS and databases to manage and analyse large datasets.
• Communication: Communicate complex quantitative concepts and solutions effectively to stakeholders, including traders, portfolio managers, and risk managers.
• Collaboration: Collaborate with other teams, including technology, risk management, and trading, to integrate quantitative models into broader business processes.

What qualifications or skills should you possess in this role?

• Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, Computer Science, or a related field.
• Strong programming skills in Python, with experience bringing code to production.
• Solid understanding of structured products and their mechanics.
• Strong mathematical and advanced statistical skills.
• Experience in coding financial models in Python.
• Familiarity with AWS and database management.
• Problem solving skills with the capacity to understand an issue and propose solutions.
• Excellent communication skills, with the ability to explain complex concepts to non-technical stakeholders.

Preferred:

• Advanced degree in a quantitative field.
• Experience with other programming languages or tools used in quantitative finance.
• Experience in working with Intex Performance and Loan level data.
• Prior quantitative work in asset backed financing space
• Good to have experience with delinquency, prepayment, recovery modelling for structured products.