Description

Job Title: Senior Quantitative Modeller - Structured Credit

Location: London

Hybrid working - 3 days on-site

Start date: January 2026

Client: Buy-side

Overview:

We are seeking a Quantitative Modeller with strong expertise in Structured Credit to join our client's product development team, contributing to the expansion of their risk and valuation platform (Clarion) to include securitised products. The ideal candidate will have hands-on experience in C++ and SQL, with additional skills in Python or C# being desirable.

Key Responsibilities:

• • Design, develop, and enhance pricing and risk models for structured credit products within the Clarion platform.
  • Integrate and optimise modelling frameworks using the Intex API (recent experience essential).
  • Work closely with technology and product teams to implement robust analytics and data structures.
  • Support validation and calibration of models across a broad range of securitised products.

Essential Requirements:

• • Proven experience as a Modelling Quant within Structured Credit / Securitised Products.
  • Strong proficiency in C++ and SQL; experience with Python or C# is advantageous.
  • Hands-on experience with the Intex API (latest version preferred).
  • In-depth understanding of products including:
  • Agency & Non-Agency Residential MBS
  • Commercial MBS
  • Asset-Backed Securities (credit cards, auto, loans, etc.)
  • Collateralized Loan Obligations (CLOs)
  • Excellent analytical and quantitative background with strong problem-solving skills.

WHO WE ARE

Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa.

Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.

The firm mainly takes part in:

• • Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
  • IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.

As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.