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Structured Credit Quantitative Analyst role developing quantitative models, analysing credit risk, and supporting portfolio management using Python and statistical techniques.
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.
At Guy Carpenter, a Marsh business, you can be your best. We work on challenges that matter with colleagues who help bring out our best. Our uniquely collaborative environment will empower you to focus on your personal and professional success, learning from top specialists in the (re)insurance industry and leading you towards a rewarding and impactful career.
How to apply
Apply directly through the company website. Clicking the link below will open the application page in a new window.

Location: New York, New York, USA
Industry: Insurance
We help our clients and colleagues grow — and our communities thrive — by protecting and promoting Possibility. We seek better ways to manage risk and define more effective paths to the right outcome. We go beyond risk to rewards for our clients, our company, our colleagues, and the communities in which we serve. Marsh, a business of Marsh McLennan (NYSE: MMC), is the world’s top insurance broker and risk advisor. Marsh McLennan is a global leader in risk, strategy and people, advising clients in 130 countries across four businesses: Marsh, Guy Carpenter, Mercer and Oliver Wyman. With annual revenue of $23 billion and more than 85,000 colleagues, Marsh McLennan helps build the confidence to thrive through the power of perspective.
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