Quantitative Trading & Research Analyst – RMBS Underwriting

About the role

Join a leading RMBS underwriting desk as a Quantitative Trading & Research Analyst. You will work at the intersection of quantitative research, modern engineering, and front‑office deal execution, collaborating with underwriting, structuring, trading and technology teams.

Key responsibilities

• Manipulate large datasets to produce systematic analyses and repeatable outputs for the desk.
• Develop and maintain quantitative tools that support RMBS pricing, structuring, and securitisation decisions.
• Build scalable, production‑quality tooling that enhances efficiency and reliability in live deal environments.
• Assist in the creation and upkeep of internal valuation, scenario analysis, and risk frameworks.
• Partner with technology teams to integrate tools with desk systems and data platforms, ensuring robustness and maintainability.
• Apply strong engineering discipline, including testing, documentation, version control, and AI‑assisted development where appropriate.

Required profile

• Bachelor's or master's degree in a quantitative discipline (e.g., computer science, mathematics, statistics, engineering, physics, economics/finance).
• Excellent programming ability in Python.
• Strong quantitative foundation and genuine interest in financial markets.
• Clear communication skills and ability to work with both technical and non‑technical stakeholders.
• Self‑motivated, detail‑oriented, with strong critical‑thinking and ownership.

Required skills

• Python
• SQL (preferred but not mandatory)