Credit Quantitative Analyst – Single & Multi-Name Products recruitment
Global Investment Bank, New York
Credit Trading Division
CREDIT TRADING BUSINESS:
- The Credit division trades a variety of single and multi-name credit products, including corporate bonds loans, securitized bonds, CDS, and CDS indices.
KEY SKILLS EXPERIENCE:
- C++ pricing risk analytics experience: corporate and / or securitized bonds and CDS
- Desk tool development skills: marking, pricing, relative value analysis
- Good understanding of financial mathematics (stochastic analysis, Brownian motion, PDE's, etc)
- PhD educated in a highly quantitative field (Physics, Math, Financial Engineering etc)
- Excellent C++ Excel VBA programming skills
June 14, 2012
• Tags: Credit Quantitative Analyst – Single & Multi-Name Products recruitment, Debt, Fixed Income careers in the USA • Posted in: Financial