Quantitative Analyst CDO/ CLO / CDS Credit Pricing Quant – Global Tier One Investment Bank
JOB DESCRIPTION
A Tier One Investment Bank in London with a genuine global presence is looking to bring onboard an exceptional mid-senior level quantitative analyst for their Correlation/Structured Credit analytics team. Said candidate will assist in the quantitative pricing development of CDO/ CLO/ CDS models whilst working in close unison with the senior credit trading team.
Those that will be successful in this position will be able to work with derivatives pricing models, create prototypes and enhance current models. As an experienced hire, this needs to be someone who is academically qualified, with a top Masters/PhD in a quantitative subject from a top tier university. The pace of culture is academically challenging, extensively collaborative and an opportunity for one to get involved with one of the finest quant teams on the street.
Location: London, UK
The role:
- Detailed review of front office pricing models
- Developing and implementing Credit derivative pricing models
- Chance to work on a variety of complex CDO, CLO, structured products
- Working entirely in their Front Office alongside quant’s trade specialists
- Support traders, research strategies and quantitative ideologies to a large degree
- Reporting directly to the Global Head of Credit Derivatives based locally
- Prototype pricing models for CDO’s, CLO tranches, Structured Credit Products, etc.
Requirements:
- 2-5 years+ quantitative experience
- Knowledge of “Intex” is highly desirable
- An excellent quantitative PhD/MSc from a top school in a very quant focused thesis: Applied Mathematics, Theoretical Physics, Statistics Probability, Electrical Engineering, Financial Engineering etc
- Excellent C++ programming skills.
- Knowledge and professional experience with stochastic processes, partial differential equations, numerical analyst and probability theory.
- Excellent communication skills in order to express complicated methodologies to the business.
In return they are offering:
- Opportunity to join one of the most prestigious Investment Banks in central London.
- Huge opportunity to join arguably the leading credit group on the street.
- Competitive compensation, Intellectual stimulation, team environment.
- Exposure to a very cutting edge team, seeking to find new approaches to credit products.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Key words: Credit, Structured Credit, Cash CLO’s, Cash CDO’s, Quant, Ph.D.,VP pricing models, C++, Front Office, derivatives pricing, calibration tools, stochastic, PDE, Intex, quantitative analytics, quantitative pricing, quant development, strategist, quant strat, quant pricing group, quantitative derivatives modeling, global analytics library
Confidentiality and utmost discretion is 100% assured
APPLY | quant.emea@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: Nathan Haynes
Contact Telephone Number: +44 (0) 203 141 8036
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
Leave a Reply
You must be logged in to post a comment.