Great opportunity for a quant with credit derivatives model/product knowledge to join a small team and have very big exposure and responsibility.
Credit Derivatives Quant Modeller - Assoc/VP level
This team is responsible for the modelling of Credit and Bond Derivative and Cash products.
- Maintaining existing models and implementing new models for pricing and risk management of Credit and Bonds linked Derivative and Cash products
- Documenting and testing new and existing models
- Supporting the library to Strats, Trading, IT, Risk, Model Validation and Finance
- Quantitative analytics, modelling, pricing and risk management skills within a financial services environment
- Computing and programming skills and experience, utilising programming languages such as Python, Matlab, R, S-Plus, C++
- Expertise of Credit Models and Products (CDS, credit index options, corp bonds)
- Mathematic skills in probability, stochastic calculus and numerical methods
- Understand the need and have the ability to travel occasionally