Credit Quant required by Market Making Group at Leading Investment Bank, London recruitment
My client is a leader in the Global Credit Trading space. Having spent the last year cleaning historical data from the Credit markets, they are now looking to become one of the pioneers in the move to systematize the corporate credit flow business which they feel will quickly follow the path led by Equities businesses in the 1990 2000’s from Voice to Electronic Trading.
My client is a leader in the Global Credit Trading space. Having spent the last year cleaning historical data from the Credit markets, they are now looking to become one of the pioneers in the move to systematize the corporate credit flow business which they feel will quickly follow the path led by Equities businesses in the 1990 2000’s from Voice to Electronic Trading.
Key responsibilities could include:
-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
Essential requirements
-Structured mathematical approach to problem solving
-Experience with quantitative modeling, business overview
-Experience working in a dynamic environment
-Excellent communication skills are required for their interaction with trading, technology, and market risk
-Very good software design skills
-A Ph.D. or MSc in a numerate subject from a top academic institution
For more information please call Will on +44 207 257 6207, apply through the site or send me a direct email at w.murday@njfsearch.com.