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ABS Quantitative Analyst, Credit Fund

Selby Jennings
Rugby, United Kingdom
Closing date
Mar 17, 2024

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
A multi Bn AUM Credit fund are looking for an ABS Quantitative Analyst to support one of their senior Portfolio Managers in executing investment strategies focused on asset-backed securities. The PM has an incredibly strong track record with consistent double-digit PnL ($M) year on year.

The team consist of individuals from top tier investment banks and asset managers, and the role provides the opportunity to step into a risk taking seat within a couple of years.

Key Responsibilities:
  • Collaborate closely with the Portfolio Manager to develop and refine investment strategies focused on ABS and structured finance products.
  • Conduct in-depth quantitative analysis of ABS markets, including mortgage-backed securities (MBS), collateralized loan obligations (CLOs), and other structured credit instruments.
  • Develop and maintain quantitative models to assess risk, value assets, and optimize portfolio performance.
  • Generate investment ideas and recommendations based on rigorous analysis of ABS fundamentals, market trends, and relative value opportunities.
  • Provide ongoing support to the Portfolio Manager in trade execution, portfolio rebalancing, and risk management activities.
  • Monitor ABS market developments, regulatory changes, and credit events to inform investment decisions and mitigate risks.
  • Communicate quantitative findings and investment insights effectively to the Portfolio Manager and other stakeholders.

  • Master's or Ph.D. in Finance, Economics, Mathematics, Statistics, or a related quantitative field.
  • Solid understanding of asset-backed securities, structured finance, and credit markets.
  • Proficiency in quantitative analysis, financial modeling, and statistical techniques.
  • Strong programming skills in languages such as Python, R, or MATLAB for data analysis and model development.
  • Excellent communication and collaboration skills, with the ability to work effectively in a fast-paced, dynamic environment.

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