Global Banking & Markets, Structured Credit Strats, London

Overview

In this role, you apply advanced quantitative techniques to model, price, and manage structured funding derivatives within the SFD business. You work closely with cross-functional teams to deliver tailored financing solutions across asset classes and geographies, shaping pricing and risk frameworks in a high‑visibility, multi‑asset environment. You will tackle pricing improvements, risk drivers, and data‑driven commercial outcomes, contributing to business growth and sophisticated client solutions. This is an opportunity to deepen product knowledge while applying your math, coding, and ML capabilities to complex trades.

Responsibilities

• Improve pricing models for structured products
• Analyze transaction risks and drivers of P&L
• Provide analyses for new transactions
• Drive commercial outcomes using data
• Build end-to-end data-driven solutions for pricing/automation
• Identify and integrate new datasets into models

Key requirements

• Strong quantitative skills and coding abilities
• Ability to work in fast-paced, time-sensitive environments
• Effective written and verbal communication to technical and business audiences
• Experience with object-oriented programming (C++, Java or Python)
• Knowledge of stochastic calculus and derivatives pricing, or ML background
• Knowledge of credit markets and products; interest rates, FX, or risk management is a plus

• Team orientation
• High motivation
• Strong work ethic
• C++
• Java
• Python

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