Great opportunity for an experienced credit derivatives quant/strat with experience in corporate credit analytics to join a top tier fund that are expanding the business.
Corporate Credit Derivatives Quant - VP level
Our client is a top global hedge fund that are assembling a strong Quant Technology team to build the next generation in-house analytics and trader support tools. This team will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business. They provide a dynamic and fast-paced environment with excellent growth opportunities.
- Working closely with Quants across various locations to research and develop pre-trade analysis tools and risk analytics for the in-house pricing library with primary focus on Credit Derivative products.
- Participate at support and development of pricing models in other asset classes, include Interest Rate, FX.
- 4-7 year experience with corporate credit analytics:
- Advanced corporate bond pricing & modelling (callable / puttable bond, etc)
- Experience with US municipal bonds pricing
- Credit index swaps curve bootstrapping.
- Understanding of the credit ETF market (flow, redemption / subscription, ETF versus basket basis trade, etc) is a plus.
- Knowledge of other asset classes, including Interest Rate, FX is a plus.
- Strong analytical and mathematical skills
- Strong problem solving capabilities
- Substantial modern C++ programming experience
- Solid communication skills
- Able to work independently in a fast-paced environment.
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work