Quantitative analyst  –  Alternative Credit - London

We're partnering with a top-tier buy-side investment firm in London to find a Quantitative analyst for their Alternative Credit Team. This is a pivotal role for an individual who excels with intricate financial products and aims to significantly influence investment strategies across fixed income and multi-asset classes.

The Opportunity:

As a Quantitative Strategist, you'll be instrumental in quantitative research and strategy formulation, with a particular focus on structured products and various forms of asset-backed financing. You'll collaborate closely with investment teams, building advanced models, analyzing extensive datasets, and contributing to forward-looking investment perspectives. This position also offers the advantage of being part of the wider Investment Insights Group, promoting continuous skill enhancement and exposure to diverse cross-asset initiatives.

Key Responsibilities

  • Perform in-depth quantitative analysis of structured products to inform fixed income and multi-asset strategies.

  • Develop investment recommendations using sophisticated mathematical and statistical methods.

  • Create and maintain financial models in Python, ensuring precise representation of financial scenarios and risks.

  • Manage and analyze large datasets utilizing AWS and other database tools.

  • Work alongside technology, risk management, and trading teams to integrate quantitative models into broader business operations.

  • Support investment decisions by clearly and effectively communicating complex quantitative concepts to various stakeholders.

What We're Looking For

  • A Bachelor's or Master's degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Engineering, Computer Science).

  • Robust Python programming skills, with proven experience deploying code into production environments.

  • A solid grasp of structured products and their underlying mechanics.

  • Strong mathematical and advanced statistical abilities.

  • Prior experience in coding financial models using Python.

  • Familiarity with AWS and database management.

  • Exceptional problem-solving capabilities, including the ability to identify issues and propose effective solutions.

  • An excellent communicator who can simplify complex information into actionable insights for non-technical audiences.

To apply, please send your CV to quantresearch@octaviusfinance.com

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Fixed Income/FX Developed Markets Strategist (Associate / VP) – Singapore