Front Office Flow Credit Quant, (VP), London

Flow Credit, e.g. CDOs, FTDs, CLNs, Repacks, Leverage Notes

KEY RESPONSIBILITIES:

Support flow credit quantitative models, analytics libraries and tools.
Support of Flow trading desks on pricing and hedging of flow products
Development of models used for pricing and risk management, including PL Explain and capital charges Tools
Support and collaborate with Trading, Sales, IT, Market Risk and Research globally
Assist development of the Front office Credit platform
Design new analytic approaches for Flow Credit risk metrics
Mentor and help managing the junior members of the team

KEY SKILLS AND EXPERIENCE:

Flow Credit knowledge, e.g., CDOs, FTDs, CLNs, Repacks, Leverage Notes, etc, or similar experience in Rates / Quant hybrids teams.
Strong technical skills with experience in a quant team coding in C++/C#/python, modelling & systems
Data manipulation and database experience (SQL preferred)
Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts / IT and Managers
Master's or PhD in Math, Physics, Stats, Comp Sci, other engineering

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