Credit Derivative Quant/Strategist
This is a front-office business-driven quantitative pricing, risk and modelling development role for the Credit business. This will be an Associate/VP level hire.
Requirements
- Top candidate from a leading institution, with a Maths/Physics/Quant Finance MSc/PhD.
- 0 – 5 years front office quant experience.
- Credit derivatives product expertise is not essential but preferable.
- Must have demonstrated the ability to cope with high pressure and tight timelines.
- Strong communication skills.
For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail John.Meadowcroft@AnsonMcCade.Com
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