Global Banking & Markets, Structured Credit Strats, London

Global Banking & Markets, Structured Credit Strats, London location_on London, Greater London, England, United Kingdom

What we do

Structured Credit Strats team within the Global Markets Division (GMD) is responsible for modelling and pricing structured transactions, as well as developing cutting-edge risk management tools using advanced quantitative techniques. This position is particularly focused on the Structured Funding Derivatives (SFD) business, which is specialized in providing customized financing solutions to clients in the form of Total Return Swaps (TRS), Repurchase Agreements (Repos), and other derivative products, covering a wide range of collateral asset classes including bonds, loans, asset-backed securities (ABS), private credit, and equities in both Developed and Emerging Markets. This role offers a unique opportunity to work directly within the SFD business to deliver tailored solutions to global clients while gaining deep exposure to a highly sophisticated multi-asset environment

Your Impact

Structured Credit Strats within SFD business play a critical role in deal structuring, pricing, execution, and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes while working on various trades and projects and build a broad foundation of product knowledge.

Responsibilities

• Improve existing pricing models and create new ones for structured products.
• Understand transaction risks and analyse drivers of profits and losses.
• Provide analysis for new transactions.
• Improve existing and create new models for the pricing and analysis of derivatives
• Identify, curate, and integrate new structured and unstructured datasets into models.
• Build end to end solutions from data collection to automated actions.

Who We Look For

• Strong quantitative and coding skills with desire to develop commercial mindset
• Solid work ethics, team oriented, high levels of motivation.
• Ability to work in fast-paced environment and time-sensitive situations.
• Effective communication skills in verbal and writing to both technical and business audience.

Basic Qualifications

• Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science.
• Strong math and quantitative skills
• Experience in object-oriented programming with a language such as C++, Java or Python.
• Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background
• Knowledge of credit market and products, interest rates, FX, or risk management is preferred.

Healthcare & Medical Insurance

We offer a wide range of health and welfare programs that vary depending on office location. These generally include medical, dental, short-term disability, long-term disability, life, accidental death, labor accident and business travel accident insurance.

Financial Wellness & Retirement

We assist employees in saving and planning for retirement, offer financial support for higher education, and provide a number of benefits to help employees prepare for the unexpected. We offer live financial education and content on a variety of topics to address the spectrum of employees’ priorities.

Health Services

We offer a medical advocacy service for employees and family members facing critical health situations, and counseling and referral services through the Employee Assistance Program (EAP). We provide Global Medical, Security and Travel Assistance and a Workplace Ergonomics Program. We also offer state-of-the-art on-site health centers in certain offices.

Fitness

To encourage employees to live a healthy and active lifestyle, some of our offices feature on-site fitness centers. For eligible employees we typically reimburse fees paid for a fitness club membership or activity (up to a pre-approved amount).

Child Care & Family Care

We offer on-site child care centers that provide full-time and emergency back-up care, as well as mother and baby rooms and homework rooms. In every office, we provide advice and counseling services, expectant parent resources and transitional programs for parents returning from parental leave. Adoption, surrogacy, egg donation and egg retrieval stipends are also available.

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