ABS Desk Quantitative Analyst recruitment
This position is for a Desk Quant focussing primarily in ABS products. Being part of a global multi-asset Quant Team the new recruit is expected to contribute to business streams.
In particular the candidate is expected to play a crucial role in the development of quantitative services for both internal and external bank use.
The role requires an individual capable learning to navigate a broad technical set, not limited to pricing and structuring.
The ability to be a team player is essential as well as being able to move seamlessly between front office and Quants. Thus the candidate must be an approachable person, must like people and be able to view and explain problems from a traders / structurers perspective as well as from a quantitative perspective.
On a daily basis this individual will work with Quantitative Analysts, traders and structurers.
It is therefore expected that the candidate is self motivated and able to acquire skills and knowledge with little guidance thus enabling them to take thier career to the next level.
Requirements:
- Essential Education: A degree in engineering / economics / financial engineering / math / physics would be preferable
- Good product knowledge of ABS, bonds and swaps.
- Good command of SAS or equivalent software
- SQL server knowledge, linqtoSQL
- Advanced Excel, C++ and C# skills would be advantageous
Business and Technical Experience:
- Experience in RMBS, ABS, Whole Business Securitisation or CMBS, from the primary or secondary side in a quantitative / technical position.