Senior Credit Derivatives Quant/Strat Senior Credit Derivatives Quant/Strat …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 21 Nov 21
perfomance based bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 21 Nov 21
perfomance based bonus
Great opportunity for an experienced credit quant/developer/strat to join a strong FI franchise and help manage some very important projects for the firm.

Lead Credit Derivatives Quant/Strat - Director level

London based

You will be joining a Strats group, which delivers analytics and applications that solve quantitative problems for businesses across the firm. The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups.

This is part of the Credit Strats team and you will be focusing on delivering tools and multi-asset specific components within the strategic cross-asset platform as well as provide technical and business leadership to the team.

Responsibilities:

  • Responsible for analysis, design and development of functionality to deliver to business requirements in C++ and Python.
  • Working closely with trading and other stakeholders to understand requirements and deliver robust and scalable solutions.
  • Responsible for improving the automation of the risk & profit and loss (P&L) processes.
  • Responsible for extending the quoting platform to handle credit products.
  • Responsible for providing technical and business leadership for team members including managing project deliveries.

Requirements:

  • In-depth knowledge of C++ programming language.
  • Experience of working on a range of asset class products, models and associated risk measures is highly advantageous.
  • Experience with the Python programming language.
  • Experience in developing front-office risk and P&L platforms.
  • Team leadership experience including management of complex end-to-end project deliveries.

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