Credit Derivatives Quant recruitment
An opportunity is available to join a credit derivatives quant team responsible for developing and maintaining models for valuation, risk, PL calculations, as well as quoting and market making algorithms and analysis tools for the credit flow and exotics businesses at associate or VP level.
Key responsibilities:
• Development of models and procedures for pricing, risk, and PL
• Model performance analysis, reserve methodology specification, regulatory analysis
• Improvements of marking tools and algorithms for updating illiquid market data.
• Market making algorithms and statistical analysis of market movements.
• Ongoing desk support
The role requires the combination of a very structured mathematical approach to problem solving, experience with quantitative modelling, business overview, and the ability to work in a dynamic environment. Excellent communication skills are required in our interaction with trading, technology, and market risk. Very good software design skills are a requirement as well. A Ph.D. in a numerate subject from a top academic institution is a plus, but not an absolute requirement.
Essential skills:
• Very strong mathematical, statistical, and financial modelling skills.
• Strong C++ required. In addition, Python would also be a plus as would experience with statistical software such as R.
• Experience with Credit markets is a plus, but it is not an absolute requirement.
For further information please contact Alan Simpson on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Alan.Simpson@AnsonMcCade.Com