VP Structured Credit Quantitative Analyst

An established global investment banking group is seeking an experienced Structured Credit Quant at Vice President level to join its Global Markets quantitative function.

This position sits within a specialist analytics team responsible for the design, implementation and evolution of pricing and risk models supporting structured credit trading and structuring activities.

The role offers a blend of technical depth, commercial exposure and people leadership within a globally connected environment.

Why This Role Is Different

This is not a purely theoretical modelling role. You will work directly alongside traders and structurers, contributing to live transactions, new product initiatives and client engagement. You will also play a visible leadership role within the team, guiding junior quants and influencing technical direction.

The successful candidate will have the opportunity to:

• Shape the modelling framework for complex structured credit products.
• Contribute to business development by supporting and leading quantitative elements of client discussions.
• Take ownership of projects spanning model development, risk analytics and infrastructure enhancements.
• Act as a senior technical reference point within the team.
• Mentor and develop junior quantitative analysts and interns.
• Support responses to evolving regulatory and capital requirements through analytical tooling and impact analysis.

Core Responsibilities

The role centres around the continued advancement of structured credit analytics capabilities. Key areas of focus include:

• Building and refining pricing models for products such as CDO tranches, credit-linked notes, repack structures, leveraged credit instruments and actively managed credit solutions.
• Implementing robust quantitative tools within shared analytics libraries.
• Enhancing risk measurement frameworks used by trading desks.
• Partnering with structuring teams to deliver bespoke modelling solutions.
• Supporting non-standard and complex pricing requests.
• Contributing to cross-asset quantitative initiatives where required.

The position involves independent decision-making on technical matters, with appropriate escalation of high-impact or complex issues.

Candidate Profile

We are looking for an individual with a strong academic foundation and demonstrable experience in quantitative finance within structured credit.

You will likely bring:

• An advanced degree in mathematics, statistics, physics, engineering, quantitative finance or a related discipline. A doctorate is advantageous but not essential.
• Proven experience in financial markets, ideally within trading, quantitative research, model development or market risk.
• Deep understanding of structured credit modelling frameworks and market conventions.
• Strong numerical capability including linear algebra techniques, numerical optimisation and finite difference approaches.
• Advanced programming expertise in languages such as C\+\+ and Python, ideally gained within pricing library development environments.
• The ability to identify inefficiencies and implement improvements proactively.
• Strong communication skills, with experience working closely with trading and structuring stakeholders.
• Prior experience mentoring or overseeing junior team members.

What You Can Expect

• High-impact work.

Your models will directly influence trading decisions and structured product design.

• Autonomy with accountability.

You will operate independently while contributing to a collaborative global team.

• Leadership exposure.

The role includes oversight responsibilities and input into team direction.

• Professional development.

The organisation supports continuous learning, internal mobility and long-term career progression.

• Flexible working approach.

A hybrid model is available, alongside a comprehensive benefits and wellbeing offering designed to support performance and balance.

This is an opportunity to step into a senior quantitative role with meaningful technical ownership and commercial visibility, within a global markets business that values expertise, initiative and collaboration.