Hybrid Structured Credit Quant Analyst – London

Marsh in London is seeking a highly motivated Structured Credit Quantitative Analyst to join our team. The role is based in London and operates on a hybrid model with at least three days in the office.

You will support development and implementation of quantitative models for structured credit, perform data analysis, and collaborate with senior colleagues to enhance modelling frameworks and reporting. Proficiency in Python is essential, with experience in NumPy, pandas and SQL a plus.

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