Corporate Credit Quant/Strat - VP level Corporate Credit Quant/Strat - VP level …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 29 Apr 21
perfomance based bonus
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 29 Apr 21
perfomance based bonus
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

NY based

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.

Responsibilities:

  • 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.

Requirements

  • 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
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