Structured Credit Quantitative Analyst (Entry/Graduate level considered)
AI in this role
Company:
Description:
We are seeking a highly motivated and analytically skilled Structured Credit Quantitative Analyst to join our team at Guy Carpenter. This role will be based in London. This is a hybrid role that has a requirement of working at least three days a week in the office.
What you can expect:
- This early-career role is ideal for recent graduates or professionals who have a strong foundation in quantitative disciplines and programming.
- The successful candidate will support the development and implementation of quantitative models to analyse structured credit products and contribute to risk assessment and portfolio management.
We will count on you to:
- Develop, validate, and implement quantitative models for structured credit products
- Perform data analysis and statistical modelling to support credit risk assessment and pricing
- Collaborate with senior quantitative analysts to enhance modelling frameworks and improve decision-making processes
- Write clean, efficient, and well-documented code primarily in Python to automate data processing, model implementation, and reporting
- Conduct research on market trends, credit performance, and new modelling techniques relevant to structured credit
- Assist in preparing presentations and reports for internal stakeholders and external clients
What you need to have:
- Bachelor’s or Master’s degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, Statistics, or a related field
- Relevant experience, including internships or academic projects involving quantitative analysis or programming
- Proficiency in Python programming, including experience with libraries such as NumPy, pandas, SciPy, or similar
- Familiarity with basic version control tools such as Git
- Strong analytical and problem-solving skills with attention to detail.
- Basic understanding of fixed income markets and structured credit products is a plus but not required.
- Ability to work collaboratively in a team environment.
- Self-motivated with a strong desire to learn and grow in the field of quantitative finance and structured credit
What make you stand out:
- Experience with data visualization tools (e.g., Matplotlib, Seaborn).
- Familiarity with SQL or other database querying languages.
- Exposure to risk management frameworks or financial modeling software.
How we rate this
Structured Credit Quantitative Analyst (Entry/Graduate level considered) at Marsh McLennan rates 25 out of 100 for how much of the daily work is AI. That makes it Little AI (AI Level 1 of 4). The level is about AI in the job, not seniority.
Little AI. AI is not part of the work.
- ●●●● Builds AI80 to 100
- ●●●○ Works on AI60 to 79
- ●●○○ Uses AI40 to 59
- ●○○○ Little AI0 to 39
Levels come from how often the tools, models and workflows of the role are named in the posting itself. Open the description and count.
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