Quantitative Analyst

Job Description
About the company:
A global investment management with over $40 billion in assets under management.
Primary responsibilities of the role:
Quantitative analyst covering the European Consumer & Residential team for new and existing investments, as well as portfolio management and model validation.
The team covers all non-US jurisdictions for all granular, consumer-facing asset classes (residential mortgages incl. RPL/NPL, unsecured consumer loans, auto loans, credit card receivables, student loans, solar loans, home improvement loans) across the public ISIN markets, whole loan portfolios and private warehouse facilities.
Key activities:
Analyse portfolio loan tapes, verifying data consistency and generating stratifications.
Assess risk parameters of portfolios, deriving loss assumptions from historical performance.
Running internal pricing & risk models
Building, developing, and validating new pricing and risk models for existing and new asset classes and jurisdictions.
Automating reporting and monitoring processes for existing transactions
Working closely with other internal teams, including legal, asset management, SP tech and quantitative research teams.
Qualifications & Experience:
• Experience handling large data sets
• Proficient with SQL queries / Python
• Knowledge of finance and loan amortizations
• Knowledge of loan and fixed income concept
Firm can sponsor a VISA