• £100000 - £120000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Selby Jennings QRF
  • 17 Apr 18

Credit Products Quantitative Analyst

  • Location: London, England, United Kingdom
  • Salary: £100000 - £120000 per annum
  • Job Type: Full time

Selby Jennings is currently working with a tier 1 investment bank who are looking for a quantitative analyst to join their front office team.

CREDIT PRODUCTS QUANTITATIVE ANALYST 

CREDIT PRODUCTS QUANTITATIVE ANALYST - TIER 1 INVESTMENT BANK - LONDON

Selby Jennings is currently working with a tier 1 investment bank who are looking for a quantitative analyst to join their front office team. The role will work directly with the bank's credit trading team and will involve the development of modelling and quantitative strategy capabilities for the desk. This role will be an excellent opportunity for someone who is looking to be actively involved in credit trading strategy using a wealth of quantitative techniques. 

To apply for this position you will have a professional background in a front office quantitative analytics/strategy team, working directly with a trading team to develop pricing models. You will also have a strong knowledge of structured credit products. 

Responsibilities will include:

- Developing front office benchmark pricing models for various structured credit products (CDS, bonds etc.) using C++
- Work directly with the credit trading desk to assist in trading strategy using quantitative methods
- Liaise with key stakeholders in risk, sales etc. 

To be considered for this opportunity you will need to demonstrate:

- Extensive experience in developing pricing models for structured credit products  
- A high degree of proficiency in C++
- A solid knowledge of stochastic calculus
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred


Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 

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