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Structured Credit Quant Jobs (NOW HIRING)

Scotiabank

Associate Director, Credit Quant

Manhattan, NY · On-site

$225K/yr

Associate Director, Credit Quant DUTIES: The Bank of Nova Scotia seeks Associate Director, Credit ... Analyzing structured finance asset classes, including many in ABS. Telecommuting and/or working f ...

Scotiabank

Associate Director, Credit Quant

Manhattan, NY · On-site

$225K/yr

Associate Director, Credit Quant DUTIES: The Bank of Nova Scotia seeks Associate Director, Credit ... Analyzing structured finance asset classes, including many in ABS. Telecommuting and/or working f ...

Bain Capital

Analyst, Liquid Structured Credit

Boston, MA · On-site

$110K - $150K/yr

... of credit strategies, including leveraged loans, high-yield bonds, direct lending, structured ... quantitative models of market size/growth, competitive positioning, and financial statements ...

Huxley

Quantitative Developer

Auburn, NY · On-site

Junior Quant Programmer for Structured Credit Hedge Fund Mid-sized structured credit fund seeks experienced quant programmer self-starter to help build and develop trading and operations/finance ...

New

Huxley

Quantitative Developer

Syracuse, NY · On-site

Junior Quant Programmer for Structured Credit Hedge Fund Mid-sized structured credit fund seeks experienced quant programmer self-starter to help build and develop trading and operations/finance ...

New

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How much do structured credit quant jobs pay per hour?

As of Sep 14, 2026, the average hourly pay for structured credit quant in the United States is $20.43, according to ZipRecruiter salary data. Most workers in this role earn between $18.27 and $22.36 per hour, depending on experience, location, and employer.

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Infographic showing various Structured Credit Quant job openings in the United States as of September 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $42,501 per year, or $20.4 per hour.

Associate Director, Credit Quant

Manhattan, NY • On-site

Scotiabank
Banking and Credit Intermediation • 10K+ employees
Learn more about Scotiabankexternal

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This job post has expired today. Applications are no longer accepted.

Job description

Associate Director, Credit Quant

Location: United States: New York: New York City

Duties

The Bank of Nova Scotia seeks Associate Director, Credit Quant in New York, NY to develop valuation models for ABS, MBS, and other credit products, and ensure the theoretical soundness, numerical accuracy and implementation correctness of these models. Develop robust, reliable, and user-friendly front office analytics for pricing, hedging, risk management and profit & loss attribution for both intraday and end of day. Provide daily quantitative support to the business in valuation, risks, P&L attribution, hedging, and related areas. Provide subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post model implementation. Partner with the business to deliver models and analytics to production end-to-end with limited supervision. Ensure day‑to‑day activities adhere to the bank’s risk appetite and risk culture, meeting obligations in operational risk, regulatory compliance risk, AML/ATF risk and conduct risk. Champion a high‑performance environment and foster an inclusive work environment.

Requirements
  • Master's degree or foreign equivalent in Mathematics of Finance, Computer Science, Software Engineering, Physics, or a related field, and three (3) years of experience in the job offered or in a related occupation.
  • Programming in C++, C++11, Python or VBA to analyze and build models within the modeling framework.
  • Working with programming languages including Python, Java, or Scala to build large‑scale quantitative models.
  • Working with financial products including Asset‑Backed Securities, Collateralized Loan Obligations, and Mortgage‑Backed Securities and their models.
  • Analyzing ABS cash‑flow models to determine irregularities in payment and unique features of different deals and asset classes.
  • Building collateral cash‑flow models to replicate and confirm the data is as expected, accounting for prepayments, defaults, severity and other potential inputs.
  • Building liabilities cash‑flow models to replicate and confirm the data is as expected, accounting for prepayments, defaults, severity and other potential triggers.
  • Analyzing structured finance asset classes, including many in ABS.
  • Telecommuting and/or working from home may be permissible pursuant to company policies.
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