Snr Quant Analyst, Credit Derivatives, Large Hedge Fund (VP/Dir), London
- Employer
- Millar Associates
- Location
- London, United Kingdom
- Salary
- Up to £300k total + Benefits
- Closing date
- May 25, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Corp Credit, CLOs, ABS/MBS, Lev Loans, Risk Modelling, C++, Python, R
KEY RESPONSIBILITIES:
ESSENTIAL SKILLS:
KEY RESPONSIBILITIES:
- Production of quant risk modeling & statistical analysis for a $multi-billion complex of opportunistic credit portfolios spanning all manner of corporate credit, structured credit and private credit
- Expand the library of proprietary risk models and applications
- Work with groups across risk, client reporting, PMs, technology & treasury
- Work directly with PMs to provide risk hedging advisory for specific portfolios or deals
- Improve the risk management and reporting process.
ESSENTIAL SKILLS:
- Over 5-10 years' experience developing quant models for quant research & risk
- Hands-on C++, Intex, Python, SQL, R
- Strong knowledge of quant analysis for structured products: Agencies, RMBS, ABS, CMBS, CLOs, CDOs
- Background in Derivatives modeling
- Excellent communication skills across all levels
- PhD, Masters in scientific discipline (e.g. Physics, Quant finance, Mathematics, Engineering, etc.)
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