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Senior Quantitative Analyst - Credit

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 1304 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 13/04/2018

CREDIT QUANTITATIVE ANALYST 

CREDIT QUANTITATIVE ANALYST - TIER 1 INVESTMENT BANK - LONDON


Selby Jennings has recently partnered with a tier 1 investment bank who are looking for a new quant analyst to join their front office team. The position will sit within the bank’s credit team, focusing on trading credit products such as CDS, bonds as well as other structured credit products. The role will also have some exciting potential to expand into other products areas and asset classes.

 The role will involve working directly with the traders to assist with quantitative modelling and strategy. This would be an excellent opportunity for someone who is looking to further their career in quantitative analytics within a growing and highly successful team.


Responsibilities will include:

- Developing front office benchmark pricing models for various credit products using C++
- Directly assisting traders with modelling support for trading and investment strategy
- Maintain and improve current pricing models in the independent C++ library

To be considered for this opportunity you will need to demonstrate:

- Extensive experience in developing pricing models for credit products such as CDS, bonds etc.
- A high degree of proficiency in C++
- A solid knowledge of stochastic calculus
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred


Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com 

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