Job Title

Quantitative Model Development – Associate Director

Location & Hours

London – Full time

Hybrid working: at least two days per week in the office.

About this Opportunity

We’re hiring a quantitative modelling specialist to develop credit risk and pricing models across loans, bonds and securitised products. The role focuses on mark‑to‑market valuation, capital risk transfer and portfolio optimisation within a business and commercial banking environment. You will work collaboratively within a high‑performing team, applying advanced quantitative techniques and gaining exposure to securitisation and portfolio optimisation at scale.

Responsibilities

• Develop quantitative models and tools for pricing loans, bonds and CDOs.
• Support methodologies for mark‑to‑market (MTM) valuation, distribution and hedging transactions.
• Apply advanced techniques in credit risk modelling and quantitative analytics.
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