FRC Quant

Job description

Do you thrive on intellectual challenges and take pride in building robust, well-designed quantitative solutions? Are you interested in applying advanced quantitative methods to complex financial products for a firm with a truly global footprint? We're looking for an outstanding Quantitative Analyst who can:

Research, develop and enhance the valuation and risk management models and tools supporting Cross Asset Financing businesses, including Structured Financing and Fund Financing.

Apply quantitative techniques to model complex fund structures in bespoke Fund Financing facilities.

Apply advanced statistical techniques to develop prepayment and default models for securitized products.

Partner with other Quantitative Analytics (QA) teams to develop automated and scalable cross-asset solutions used by Trading, Structuring, and Sales.

Collaborate closely with Trading, Structuring, Risk, and Control functions to perform statistical analysis, develop valuation and risk methodologies, and support business decision-making.