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VP / Associate Credit Quantitative Strategist

Selby Jennings
Rugby, United Kingdom
Posted 5 days ago Hybrid Permanent Negotiable
A Tier 1 American Investment Bank is currently looking to expand it's front office Credit Quant Analyst team. The team work closely with trading, and cover the modelling of CDS, MBS, CDO, ABS and some areas of CVA. The team work closely with trading, and off the back of strong PnL performance last year, the business have approved a number of new greenfield projects.

VP / Associate Credit Quantitative Strategist, Tier 1 American Investment Bank

A Tier 1 American Investment Bank is currently looking to expand it's front office Credit Quant Analyst team. The team work closely with trading, and cover the modelling of CDS, MBS, CDO, ABS and some areas of CVA. The team work closely with trading, and off the back of strong PnL performance last year, the business have approved a number of new greenfield projects.

Responsibilities:

  • Building Analytics libraries for pricing and risk-management
  • Develop Pricing models using Monte-Carlo Methods and PDE Calculators
  • Work Closely to Support the Credit Traders

Requirements:

  • 1+ Year Experience in a similar Quantitative
  • Technical Programming Skills in C++ and Python (C#, Python also considered)
  • Fixed Income Product Knowledge (Rates, Credit or Fx)
  • Strong Written and Verbal Communication Skills
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Job ID  PR/364177
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