One at a sizable NYC based hedge fund, it seeks experienced Credit Derivatives Strategist/Sr Quantitative Analyst. Firm is looking for Credit Derivatives strategist/quant with experience in credit derivatives (credit options, CDX, ITrax, Single/Index Options, etc.). One will be involved in both trading strategies and supportive analytics/research (pricing, risk management). Will work with massively profitable small team trading Credit RV, Credit vol focused strategies.
Must have a strong educational background, with exceptional analytical skills, hands-on technically/fluent in Python or similar, with a strong derivatives modeling experience, including Options pricing and Vol Surface modeling.
At top NYC and London based Investment Bank - several openings for Credit Derivatives focused Front Office Quants, to contribute to the team's modeling and pricing efforts in credit derivatives: flow, algo trading and market-making experience is sought he