London based | Flow Credit Quant Analyst – Front Office | Top US IB recruitment

This Top Tier IB is looking for a Front Office Credit Quantitative Analyst wanted to cover flow products.

My client is looking to bring on at least two individuals into the group. Their Credit Derivatives trading desk is one of the fastest growing in the world and they are now looking for an talented candidates to join the Front Office desk. The successful candidate will have experience working with Flow products and is looking to join a dynamic and fast paced environment.

Responsibilities:

-Working with and supporting the Flow Credit trading desk on a day-day basis, sitting closely next to them and ensuring the models are being used effectively.

-Development of models for flow credit business: index trading, cds clearing, funding, …etc.

-Perform and maintain review for counterparties.

-Implementation of value analysis framework for structured principal investments.

-Development of automation methods for electronic offering of credit products: bonds, cds, index.

-Identify and report risk issues to management and recommend risk mitigation action.

-Participate in development and enhancement projects.

-Adjusting variety of projects - creating pricing models and eventually improving them.

-Stress testing current models and identifying any potential risks that might affect the trading products.

Ideal background:

-Solid experience and knowledge on fixed-income desk, flow credit preferred.

-PhD in Maths/Physics/Financial Engineering from a top-school.

-Exceptional coding skills and solid programming skills, e.g. C++, VBA.

-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137

Key words:

Front Office Quantitative Analyst; Vanilla; Hybrid; Interest Rates; Credit; Flow; Vice President; Europe; London; C++; Managing Director; Trading; Traders; Hybrid