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Front Office Quant Analyst | Credit/Rates

  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Job reference: 452253/001_1561035605
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 20/06/2019

A Tier-1 Global Investment Bank are looking to hire a VP-level Quant for their Front Office Structured Credit desk. The successful candidate will be required to work closely with credit traders to price trades and effectively risk manage the books, alongside a range of other tasks. It is a global team that works closely with the businesses to satisfy their risk management, valuation and quantitative strategy needs.

Key responsibilities:

  • Work closely with both structured credit traders to price trades and help risk manage the trading books. The ideal candidate will be able to evaluate the full economics of the trades including funding and capital costs.

  • Develop new models and support existing models for structured credit products. The models should be state of the art, practical and well understood by users, and thoroughly tested and documented. Models are delivered in collaboration with quantitative developers and technologists. The ideal candidate will have had experience with stochastic interest rates and credit models.

  • Scope and complete modelling projects-including where requirements are not yet understood or articulated clearly-with a high degree of autonomy

Requirements:

  • PhD or Masters in Quantitative Finance, Applied Mathematics, Operations Research, Statistics, or similar quantitative field

  • At least four years of experience in a credit, rates, FX of Fixed Income desk quant role

  • The successful applicant will have excellent oral and written communication skills and be able to clearly express complex technical issues and requirements

Exceptional candidates who do not satisfy the above criteria will be considered.

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