Quantitative Analyst - VP

  • £90-130k
  • London, England, United Kingdom
  • Permanent, Full time
  • Bruin Financial
  • 22 Sep 16

A leading Asset Manager is looking for a VP level Quantitative PM to join the team in their London office. The individual will work closely and be part of the team that covers all illiquid investments including performing and non-performing loan pool of residential mortgages, consumer credit products, PE investments as well as structured products. The focus of the role will be to perform quantitative and fundamental valuation of opportunities, as well as relative valuation across capital structures and asset classes.

The individual will build pre-acquisition models to evaluate the myriad of opportunities - some of the models may be reusable while others may be ad-hoc in nature to suit the specific opportunity.  Post-acquisition, this individual will also work closely with the asset management teams to evaluate the performance on an ongoing basis.

Requirements                                                             

• 5 years experience on the sell-side (or top buy-side firm) in a quantitative role, with strong modelling experience.

• Phd from top school required – engineering, physics, or mathematical/computer science majors preferred.

• Strong programming skills in C++ or Python (Slang a plus). R, SAS, S-Plus also useful.  Working knowledge of Linux/UNIX Shell Scripts and SQL.

• Strong quant/analytical skills. Familiar with the latest developments in empirical modelling including loan level prepayment, default, and loss severity analysis.