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Credit Quant Researcher, Hedge Fund

  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Job reference: 439233/002_1561739310
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 28/06/2019

An industry-leading Hedge Fund is building out its Credit trading functions and is looking to hire a VP level Quant to join their offices in London. After a successful 12 months, they are looking to expand their capabilities and would like to see applicants from across the Fixed Income spectrum - Rates, FX and Credit. Experience in a Front Office environment is key

Key responsibilities include:

  • Implementation of the pricing and risk models in the C++ Front Office library.

  • Building of the tools used for calculating P&L, trade and hedge analytics and stress-testing.

  • Development of Quantitative investment strategies for the Credit desk

  • Development, maintenance and improvement in the efficiency of the analytics library.

Desired qualifications:

  • A Ph.D in a Quantitative discipline. M.Sc will be considered.

  • Experience in numerical analysis, stochastic calculus, Monte-Carlo, probability etc.

  • In-depth knowledge of the Credit markets and credit financial products.

  • Knowledge of Fixed Income modelling

  • Fluency mathematical finance and statistical analysis

  • A collaborative approach to work and comfortable working in a high-pressure FO environment.

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