Senior Quantitative Analyst - Credit Flow

Recruiter
S.R Investment Partners
Location
London, United Kingdom
Salary
£ Competitive + Great bonus
Posted
08 May 2022
Closes
07 Jun 2022
Ref
13342390
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Responsibilities

• Develop quickly and reliably prototypes to assess the behavior of a new methodology on a range of sample portfolios and recommend changes.

• Risk model changes & IT implementation.

• understanding of either credit flow or structured credit products

• Strong technical C++ or C# experience

• Write business requirement documents that specify the changes to be brought to the risk calculations, accompanied by a suite of relevant test cases.

• Liaise with the other teams to explain the margin changes and help them investigate suspicious end to end test results.

• Analyse risk measures on portfolios to explain the risk profile/variations of the risk profile of portfolios on an ad-hoc basis.

• Keywords: bonds, CDs, index options loan, bond analytics, credit bonds, distressed credit

Required Skills and Experience

• Master's degree (or equivalent) of a computer science or mathematical bias;

• Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)

• Data manipulation and database experience (SQL preferred).

• Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts/IT and Managers

• Strong organization skills / Ability to Multitask

• The flexible and hands-on approach

• Proactive in the promotion of new ideas

• Strong analytical, numerical and problem-solving skills, with good attention to details;

• Good communication skills, both oral and written

Excellent salary and bonus on offer, interviews over the next two weeks. Please apply ASAP

REFER A FRIEND

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details

Follow our page for updates : https://www.linkedin.com/company/srinvestmentpartner

Similar jobs

Similar jobs