Quant Developer – Asset-Backed Finance

Our client, a global investment firm is expanding its Asset-Backed Finance (ABF) team and is looking to hire a Quant Developer to work closely with investment team. This role focuses on building and maintaining quantitative models used in deal diligence, pricing, risk analysis and portfolio management across structured credit and receivables-based investments. The position sits close to investment decision-making and spans the full ABF lifecycle.

• Build, develop and maintain ABF cashflow, valuation and risk models
• Support deal diligence, pricing, structuring and ongoing asset management
• Translate deal structures, waterfalls and legal terms into robust financial models
• Work with investment professionals to evolve models as assumptions and portfolios change
• Contribute to scalable analytics and modelling capability as the platform grows

• Experience in structured credit, asset-backed finance or credit investments
• Hands‑on financial or cashflow modelling experience (ABS, CLO, CMBS, receivables or similar)
• Strong quantitative or analytical background, with practical programming experience (Python preferred)
• Comfortable working with complex datasets in a commercial or investment environment

• Models are used directly in live investment decisions
• Broad exposure across deals and portfolios
• Clear ownership and responsibility
• Opportunity to blend quantitative modelling with engineering in a buy-side setting

If your background sits somewhere between quant, structuring, credit analysis or investment analytics
, and you enjoy owning models end-to-end, this role is likely to be a strong fit.