Location
London

Hours
Full Time

Salary
Competitive, commensurate with experience

About the Role
The Global Markets Structuring team in EMEA delivers bespoke solutions for clients’ hedging and investment requirements across fixed income asset classes including Rates, Foreign Exchange, Credit, and Hybrids. The Structuring Platform & AI group is a globally distributed team responsible for building end-to-end digital platforms that scale key structuring business verticals. These platforms leverage modern engineering and AI to drive efficiency and scale across high-volume flow products, covering the full product lifecycle from pricing and booking to risk management and client servicing.

As a Quantitative Structurer joining the Structuring Platform & AI group in London, you will work closely with Product Structurers, Sales, Trading, and Quant teams to bring modern engineering and AI capabilities to structured products workflows. This revenue-aligned role involves designing, building, and owning autonomous platforms primarily across Rates, Credit, and Currency product verticals. Reporting jointly to the Head of Structuring Strategists in Singapore and the GM EMEA Structuring Heads, you will be part of a global team spanning Singapore, Mumbai, and London.

This role offers the opportunity to shape and lead Platform & AI functions within a high-growth environment, building domain expertise across multiple asset classes and driving innovation through AI and digital platforms.

Experience
- Executive Director equivalent level with a strong track record of building and owning production-grade, end-to-end software solutions
- Strong Python software engineering skills including system architecture, DevOps, and enterprise infrastructure integration
- Familiarity with structured products, derivatives, and the Structuring landscape; experience working alongside Structuring desks, quantitative Strategists, or Desk quants is valued
- Working knowledge and applied experience with modern AI and Generative AI frameworks such as RAG, agent architectures, context engineering, and orchestration tooling in a financial context
- Experience collaborating with Sales, Trading, Quant, and Technology teams in a fast-paced environment

About You
- Strong analytical and problem-solving abilities with a commercial mindset and attention to detail
- Ability to communicate complex technical concepts clearly to both technical and business stakeholders
- Self-motivated with creativity, lateral thinking, and an entrepreneurial mindset
- Ability to manage multiple stakeholders and priorities effectively
- Commitment to fostering an inclusive culture and respect for diversity, equity, and inclusion principles

Qualifications
- Degree in Computer Science, Quantitative Finance, Mathematics, or Economics from an accredited institution; advanced degree (Masters or PhD) is a plus
- Desirable skills include:
- Experience building platforms delivering structured products including pricing and distribution
- Quantitative modelling and derivatives pricing expertise
- Hands-on experience with AI/ML frameworks and tooling such as LangChain, LangGraph, vector databases, and MCP-based orchestration
- Expertise in relational and/or NoSQL databases, data pipelines, and ETL processes
- Experience with microservices architecture and web development
- Knowledge of data visualisation tools such as PowerBI or Tableau and dashboard development