Credit Derivatives Quant/Strat

Recruiter
Anson McCade
Location
London, United Kingdom
Salary
Negotiable
Posted
22 Nov 2022
Closes
01 Dec 2022
Ref
17870164
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Credit Derivatives Quant/Strat

London based

Our client is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. They are assembling a strong Quant team to build the next generation in-house analytics and trader support tools. This team is in the Fixed Income & Commodities Technology group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at the firm. They provide a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

Work closely with Quants in Geneva, New York, London to research and develop pre-trade analysis tools and risk analytics for the in-house pricing library.

Requirements:
  • 4+ years' experience with developing Credit Derivative pricing models
  • In depth understanding of credit products, including ETF's, CDS, Credit index and Options, CDO Tranches, Corporate/Convertible Bonds.
  • 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.
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