Snr Quant Analyst, Credit Derivatives, Large Hedge Fund, (VP/Dir) LDN or NYC Snr Quant Analyst, Credit Derivatives, Large Hedge  …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 19 Apr 21
Total comp to £300K + Benefits
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 19 Apr 21
Total comp to £300K + Benefits
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
This leading Asset Management Service firm has over 200 staff and offices in London, Hong Kong, and New York. Their Quant team develop and enhance the core Quant analytics library (C++) and provide front office tools for traders/PMs. Their platform is considered an industry leader in trading analytics, risk analysis and operational robustness, delivering pricing, scenario, risk and P&L for their portfolios and the ability to structure and overlay new positions. You'll play an integral role in further developing our analytics for credit cash and derivative products and associated analysis tools to meet the needs of client portfolio managers.

CDS, CDS Index Options, Index Tranches, Corporate bonds, Loans  C++

RESPONSIBILITIES:

  • Play an integral role in leveraging the analytics and front end to build-out a market leading library and risk, PnL system for Credit Derivatives 
  • Apply your deep knowledge of Credit Derivatives, Markets & modelling
  • Build out library functionality for valuation, risk, scenario analysis 

KEY SKILLS, EXPERIENCE:

  • 4 yrs+ professional experience as a Credit Derivatives Quant including, e.g.,  CDS, CDS Index Options, Index Tranches, Bespoke Tranches, Corporate bonds, Loans, etc.
  • Deep knowledge of and passion for derivative analytics & markets
  • PhD or Masters in a quantitative discipline
  • Confident working with C++
  • Good SQL, Excel  (some C# but not essential)
  • Experience working with the front-office
  • Ability to communicate with PMs/traders.
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