VP / Associate Credit Quantitative Strategist
- Employer
- Selby Jennings
- Location
- Rugby, United Kingdom
- Salary
- Negotiable
- Closing date
- Aug 17, 2022
View more
- Job Function
- Credit Analysis
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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VP / Associate Credit Quantitative Strategist, Tier 1 American Investment Bank
A Tier 1 American Investment Bank is currently looking to expand it's front office Credit Quant Analyst team. The team work closely with trading, and cover the modelling of CDS, MBS, CDO, ABS and some areas of CVA. The team work closely with trading, and off the back of strong PnL performance last year, the business have approved a number of new greenfield projects.
Responsibilities:
Requirements:
A Tier 1 American Investment Bank is currently looking to expand it's front office Credit Quant Analyst team. The team work closely with trading, and cover the modelling of CDS, MBS, CDO, ABS and some areas of CVA. The team work closely with trading, and off the back of strong PnL performance last year, the business have approved a number of new greenfield projects.
Responsibilities:
- Building Analytics libraries for pricing and risk-management
- Develop Pricing models using Monte-Carlo Methods and PDE Calculators
- Work Closely to Support the Credit Traders
Requirements:
- 1+ Year Experience in a similar Quantitative
- Technical Programming Skills in C++ and Python (C#, Python also considered)
- Fixed Income Product Knowledge (Rates, Credit or Fx)
- Strong Written and Verbal Communication Skills
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