Snr Quant Analyst, Credit Derivatives, Large Hedge Fund (VP/Dir), London

Recruiter
Millar Associates
Location
London, United Kingdom
Salary
Up to £300k total + Benefits
Posted
30 Apr 2022
Closes
25 May 2022
Ref
14711315
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Corp Credit, CLOs, ABS/MBS, Lev Loans, Risk Modelling, C++, Python, R

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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