Credit Quant

7 months ago

London, United Kingdom Orbis Internal Positions Full time

**Location: London, United Kingdom (Hybrid)**:
**Salary: Competitive**:
**Permanent**:
**Credit Quant | Asset Management | London, UK (Hybrid)**

**Company Overview**:
We’re working with a prominent financial institution, specialising in the security and management of defined benefit pension funds. At the core of their mission is the commitment to delivering pensions reliably and securely to policyholders. Renowned for its strong risk management practices, the dedicated Risk Team plays a pivotal role in supporting the overall success of the business. With a keen focus on compliance and industry recognition for its expertise, the leadership team brings extensive experience in navigating the UK regulatory landscape and the intricacies of the insurance and investment industry. This is a unique opportunity to be part of a purpose-driven organisation at the forefront of the financial services sector.

**Role Purpose**:
As a Credit Quant, you will play a pivotal role in the Quantitative Portfolio Management team, contributing to the long-term value generation in credit. Working at the core of the business, you will leverage your quantitative understanding of credit, combined with a thorough knowledge of the balance sheet, to design and implement innovative strategies within our portfolio. This role provides a unique opportunity to shape the company’s analytical approach to credit investing and make a significant impact on the organisation’s success.

**Key Responsibilities**:
Scaling up and enhancing the QPM Process:

- Systematically analyse cross-currency opportunities, identifying possibilities to expand efforts in different markets.
- Incorporate optimal turnover and t-cost assumptions/constraints into trade modelling.
- Accelerate trade production for risk management purposes.

Cutting-Edge Quantitative Credit Analytics:

- Fully analyse potential cross-over strategies in short-dated low-BBB credits, enhancing carry generation.
- Conduct backtesting of trading ideas on sectors/issuers to assess optimal entry points, increasing confidence in trade execution.
- Conduct additional portfolio construction analysis and asset allocation idea generation for a growing portfolio.

**Person Specification**:
Essential:

- A degree in a quantitative discipline with postgraduate qualifications is preferred.
- 3-5 years experience in a highly quantitative/research-oriented discipline.
- Strong fixed income knowledge, including bonds pricing, cashflow analysis, liquidity costs, default, and downgrade risks measurement.
- Strong programming skills, preferably in Python.
- Strong modelling skills, especially in optimization methods.

Desirable:

- Good understanding of Defined Benefit pension schemes and/or Solvency II for Life Insurers.
- Derivatives knowledge, including Interest rate swaps, Cross currency swaps, and Inflation products.
- Front-office experience working in a fast-paced environment.
- If you’re excited about a role here but don’t perfectly align with every requirement, we encourage you to apply. Your unique skills and experiences may be the perfect fit for the job or other opportunities that arise._

**Recruiter: Patrick Smith**:

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