Credit derivatives quant trader/Structurer – Credit Hedge fund
A leading Credit Hedge fund based in London is currently looking to add to their group.
The fund are looking for a senior individual (Director-MD level) to work on their quantitative Credit derivatives portfolio.
In order to apply you must:-
Have experience working as a quantitative credit derivatives researcher/structurer.
Understand systematic Strategies and Money Management
Have developed algorithmic strategies/quantitative client solutions.
Applicants with Buy side experience or those with experience in Structured Alternative Investments will be at an advantage.
Candidates should have ideally Structured algorithmic and fund-linked derivative products.
This is one of the most successful funds in the structured credit arena and have had an excellent 18 months.
This is a newly created role for a senior individual with a solid background in quantitative credit derivatives.
Interviews are taking place currently therefore applicants should apply as soon as possible. Please apply directly to apply.a33hoixxsq@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
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