Quantitative Analyst – Asset-Backed Finance; Hybrid

Jobster

Job Description

Position: Quantitative Analyst – Asset-Backed Finance (Hybrid)

A prestigious London-based investment management firm is actively recruiting a Quantitative Analyst / Data Scientist to bolster their Credit & Asset-Backed Finance division. This specialized role centers on the architecting of sophisticated quantitative frameworks and the execution of granular data investigations to guide high-stakes capital allocation.

The successful applicant will be responsible for transforming complex raw data into actionable intelligence, specifically focusing on the performance and valuation of credit-linked assets. Candidates should possess a Master’s degree or Doctorate in a mathematically rigorous field, alongside a minimum of 3 years of professional experience within the financial sector. Advanced mastery of Python for financial modeling and data manipulation is mandatory. This opportunity provides a modern hybrid work structure, combining office-based collaboration with remote flexibility, and features a primary salary reaching £100,000 complemented by an annual performance incentive.


Job Data Table

Category Details
Company Name Jobster (On behalf of an Investment Firm)
Location London, United Kingdom
Locality London Finance Hub
Country United Kingdom
City London
Region Europe
Job Type Full-time
Salaries Up to £100,000 a year
Experience Level 3+ Years
Travel Minimal
Language English
Benefits Performance bonus, Hybrid work model

Skills & Competency Table

Key Skill Level
Python Programming Expert
Credit & Asset-Backed Modeling Expert
Quantitative Data Science Expert
Statistical Analysis Advanced
Fixed Income / Credit Knowledge Advanced
Machine Learning (Financial) Intermediate

Salaries Pay Calculator Table

Annual Salary Bonus (Est.) Total Compensation Notes
£85,000 £15,000 £100,000 Baseline for 3 years experience.
£100,000 £25,000 £125,000 Maximum basis for the advertised role.
£120,000 £40,000+ £160,000+ Market tier for senior ABF quants in London.

Job Summary

This London-based role involves developing quantitative models and performing data science to support a Credit & Asset-Backed Finance team. You will drive investment decisions through rigorous data analysis. Requires a Master’s/PhD, 3+ years of experience, and expert Python skills. The position follows a hybrid model with a £100k base.


5 FAQs

  • What is the required educational background? A Master’s or PhD in a quantitative discipline is expected.

  • Is Python required for this position? Yes, proficiency in Python is a core requirement for modeling and analysis.

  • What is the work-from-home policy? The firm offers a hybrid model, balancing office time and remote work.

  • Does the role focus on a specific asset class? Yes, it is centered on Credit and Asset-Backed Finance (ABF).

  • What is the salary ceiling for the base pay? The base salary goes up to £100,000 per year plus a bonus.


Expert Analysis

In 2026, Asset-Backed Finance (ABF) quants are prioritizing Collateral Performance Analytics over traditional static models. With the rise of private credit, the ability to ingest non-traditional data via Python to forecast cash-flow volatility in consumer or commercial loan pools is the primary differentiator for investment firms looking to outperform the market.


Location & Logistics Guide

The role is located in London, the global epicenter for fixed income and structured finance. Most firms operate out of the City of London or Canary Wharf . The hybrid model allows for a commute that leverages the extensive London Underground and Elizabeth Line networks. Wikipedia URL:https://en.wikipedia.org/wiki/London


Career Path

A Quantitative Analyst in ABF can progress to Lead Portfolio Strategist , Head of Credit Research , or Director of Quantitative Research . Given the data science focus, paths also lead into AI-driven Investment Management or specialized leadership roles in Alternative Asset Management and private debt markets.

To apply for this job please visit www.learn4good.com.