Credit Quant – VP / Director
- Job Type:
- London, United Kingdom
- Base £130k+
- 020 7871 4482
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.
- 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