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
- 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