Credit Derivatives Quant - VP/Director level Credit Derivatives Quant - VP/Director level …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 23 Feb 21
perfomance based bonus
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 23 Feb 21
perfomance based bonus
Anson McCade
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.

Credit Derivatives Quant - VP/D 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
Company Overview

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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