Credit Quant – VP / Director

Job Type:
London, United Kingdom
Base £130k+
020 7871 4482

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VP/Director level Quantitative Analyst to join the Credit Quantitative Analysis group and work on the analytics libraries used for client’s Equity and Multi-Asset pricing and risk-management.

Projects also include supporting the traders for the flow and traditional exotics desks.

Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner. Credit derivatives experience preferred.


The ideal candidate would have experience working as a Front Office Credit quant with trading desks, IT and risk management to develop, manage and extend derivatives models. Experience implementing derivatives models in C++ in a timely manner.

  • Strong quant modelling, knowledge of Credit models/products such as CDS / CDOs and Bonds are desired.
  • Track record of delivering projects.
  • Strong financial mathematics skills.
  • Strong C++ and programming experience
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.


  • Expanding modelling capabilities
  • Maintaining and improving code base
  • Interacting with trading desk
  • IT and risk management.
  • Working independently to complete projects.

Academic Background:

  • Financial MSc or PhD in a mathematical subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

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  • Accepted file types: doc, docx, pdf.