Credit Portfolio Quant – London recruitment
JOB DESCRIPTION
This leading Credit Portfolio modeling team is looking for 2 strong candidates to join.
The Role
- Conducting research, developing prototypes, explaining models, and implementing solutions.
- Utilising high level quant skills on a day to day basis, building new and advanced models for credit portfolios from scratch.
- Creating and contributing to high quality thought leadership around areas of specialism for written publications.
- Maintaining up to date knowledge in areas of specialism and keeping abreast with any pertinent developments.
- Researching new models, bringing new ideas to the team
- Producing research worthy of publishing (The team is the highest published team in this space in Europe)
- Implementing innovative real-world models and solutions
The candidate
- Strong degree in applied mathematics /engineering/physics or related discipline and post-graduate qualifications (MSc or PhD).
- Experience in portfolio modeling.
- Good practical knowledge of advanced modelling techniques such as saddle-point methods, ensemble theory, inverse-Fourier transforms, characteristic functions, asymptotic methods etc. (This must be real-world experience.)
- Thorough knowledge and experience of Monte Carlo techniques including accelerated methods
- C++ for numerical applications essential
- Demonstrable evidence of 'new thinking'.
- Evidence of published articles or new thought leadership.
- Good communication skills - both verbal reasoning skills (including the ability to communicate complex ideas effectively) and written skills.
- Ability to work in a team - sharing ideas and support all other team members.
The Offer
- Excellent remuneration package + Benefits.
- Diverse projects
- Opportunity to be at the front of cutting edge research (Not restricted)
Interviewing Now
KEY WORDS:
Credit, Portfolio modeling, MKMV Portfolio Manager, rating agency models, Economic Capital, Credit derivative pricing, stress testing, correlation modelling, portfolio optimisation, risk contributions, quantitative
Although preferable, we do not require a CV, please feel free to get in touch regarding this role to talk to a member of the team to discuss this role. For more current openings with our clients, please see www.g-q-r.com/vacancies
We Welcome speculative and tentative applications roles and others of a similar nature that we may have available on our books.
Applying: Quant-Jobs@globalquantrecruitment.com
Ben Harris: +44 (0) 203 207 9627
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com