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Front Office Flow Credit Quant, (VP), London

Millar Associates
London, United Kingdom
Posted 1 day ago Hybrid Permanent Up to £250k total + Benefits
C
Posted by
Craig Millar
Recruiter
The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group. With a minimum of 3-7 years in quant finance, Quant development, trading environments, this is a great opportunity to work with traders & quantitative peers in developing a range of Credit products in the Front Office of a dynamic global institution.

Flow Credit, e.g. CDOs, FTDs, CLNs, Repacks, Leverage Notes

KEY RESPONSIBILITIES:

  • Support flow credit quantitative models, analytics libraries and tools.
  • Support of Flow trading desks on pricing and hedging of flow products
  • Development of models used for pricing and risk management, including PL Explain and capital charges Tools
  • Support and collaborate with Trading, Sales, IT, Market Risk and Research globally
  • Assist development of the Front office Credit platform
  • Design new analytic approaches for Flow Credit risk metrics
  • Mentor and help managing the junior members of the team

KEY SKILLS AND EXPERIENCE:

  • Flow Credit knowledge, e.g., CDOs, FTDs, CLNs, Repacks, Leverage Notes, etc, or similar experience in Rates / Quant hybrids teams.
  • Strong technical skills with experience in a quant team coding in C++/C#/python, modelling & systems
  • Data manipulation and database experience (SQL preferred)
  • Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts / IT and Managers
  • Master’s or PhD in Math, Physics, Stats, Comp Sci, other engineering
Job ID  FCQ-2403
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