Structured Credit Strats

Location: London, Greater London, England, United Kingdom; onsite at the London office

Company

hirify.global is a global financial services firm with a Global Banking & Markets division.

What you will do

• Improve existing pricing models and develop new models for structured products and derivatives.
• Support deal structuring, pricing, execution, and risk management for Structured Funding Derivatives.
• Analyze transaction risks and profit-and-loss drivers.
• Provide quantitative analysis for new transactions and use data to drive commercial outcomes.
• Identify, curate, and integrate structured and unstructured datasets into models.
• Build end-to-end solutions from data collection through automated actions.

Requirements

• Excellent academic record in mathematics, physics, engineering, computer science, or another relevant quantitative field.
• Strong mathematical, quantitative, and coding skills.
• Experience with object-oriented programming in C++, Java, or Python.
• Knowledge of stochastic calculus and derivatives pricing, or a machine learning background.
• Effective written and verbal communication with technical and business audiences.
• Ability to work in a fast-paced, time-sensitive environment with strong teamwork and motivation.

Nice to have

• Knowledge of credit markets and products, interest rates, foreign exchange, or risk management.

Culture & Benefits

• Work directly with the Structured Funding Derivatives business and global clients.
• Gain exposure to bonds, loans, asset-backed securities, private credit, and equities across developed and emerging markets.
• Build broad product knowledge through work on varied trades and projects.
• Collaborate with technical and business stakeholders on highly visible quantitative solutions.