Quantitative Developer - Python

Overview

Quantitative Developer | Structured Finance | VP / Director Level — A fast-growing London-based investment firm at the cutting edge of fixed income and structured credit is looking for a quantitative developer to join a small, highly technical team building proprietary pricing and risk infrastructure from the ground up.

This is a hands-on role with real ownership. You will design, build and maintain pricing and risk engines across granular asset portfolios and ABS securities, including CLOs, RMBS, consumer and auto ABS, develop resilient data pipelines across complex financial datasets, and work directly with advisory and analytics teams to integrate new capabilities into a live SaaS platform.

Responsibilities

• Design, build and maintain pricing and risk engines across granular asset portfolios and ABS securities, including CLOs, RMBS, consumer and auto ABS.
• Develop resilient data pipelines across complex financial datasets. <...