Structured Credit Quantitative Analyst Front Office - London

About the role

A leading global financial institution is hiring a front-office Quantitative Analyst to support its Structured Credit trading desk. This is a key growth hire following a senior departure, with the team deliberately targeting a slightly more junior profile offering strong upside and progression. The role sits directly on the trading floor, providing real-time pricing, risk, and P&L support while contributing to the development and evolution of core pricing models and tools. Key Responsibilities Front-office support to traders across pricing, risk, and P&L Development and enhancement of pricing and risk models Hands-on contribution to credit modelling and XVA frameworks Build and upgrade of pricing tools (VBA ? Python migration) Development of a new Python-based pricing platform for faster trader execution Ongoing desk interaction and real-time problem solving Required Experience & Skills 3-6 years' experience in a front-office quant role Proven exposure supporting a trading desk Background in structured credit, rates, and/or XVA Strong C++ development skills Python highly desirable (C# a plus) Experience building or maintaining pricing tools Solid understanding of vanilla models and stochastic calculus Master's-level education (or equivalent) Profile Fit Hands-on, proactive, and communicative Enjoys working closely with traders in a fast-paced environment Commercial mindset with strong technical depth Ambitious and motivated to progress quickly

Additional Information

£Competitive GBP Onsite WORKING Location: London, Central London, Greater London - United Kingdom Type: Permanent

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Company Intel

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