Quantitative analysis · Cross asset financing

You build the mathematical models a bank uses to value and manage the risk of its lending to investment funds and its structured financing deals. You sit in the Credit Quantitative Analytics team, a front office group that works alongside traders and client teams.

This seat supports the Cross Asset Financing businesses, including Structured Financing and Fund Financing. Fund financing means lending to an investment fund, with the loan secured on what the fund owns or on money its investors have promised. The team's models are used to quote prices to clients, manage trading risk and value the bank's books. The seat is based in London or New York.