Credit Derivatives Quant/Strat – Tokyo recruitment
They will look outside of Credit as long as the candidate is smart/quick and most importantly an excellent communicator. The team has a background of computer science/engineering and spend most of the time focusing on developing code although they are also the primary modellers. Coverage is mostly flow but some previous exposure to exotics would be of benefit.
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 Alan Simpson on 020 7780 6700. Alternatively forward your CV to Alan.Simpson@AnsonMcCade.com
August 1, 2012
• Tags: Credit Derivatives Quant, Derivatives careers in the Japan, Strat – Tokyo recruitment • Posted in: Financial