Quantitative Credit Analyst recruitment

Macquarie provides specialist investment advisory and financial services in select markets around the world. With a network of over 14,000 people in 28 countries, we focus resources where we can add the most value and deliver real advantages to clients. As a result we've reported consistent growth for over a decade, establishing leading positions in a range of markets.

Credit Trading (CTD) is a rapidly growing division of the broader Fixed Income Currency Commodities (FICC) group. CTD trades a variety of both single and multi-name credit products, including corporate bonds and loans, securitized bonds, credit default swaps (CDS), and CDS indices.

The Credit Trading Division is supported by a dedicated team of quantitative analysts who are part of the Capital, Liquidity and Risk Division (CLR). The quant team works closely with the business to rapidly design, develop, and deploy pricing and risk models and in general quantitative analysis of trading positions and strategies. The new hire is also expected to spend significant amount of time to support the pricing and risk functionalities of credit instruments within the Macquarie firm wide trading system (MTS).

The Credit Trading quant team is looking to add a junior to mid level quantitative analyst. We expect all team members to be highly motivated and clearly demonstrate both technical excellence and a passion for supporting the growth and success of the Credit Trading business.

Required technical skills include:

· An MS or PhD in a highly quantitative field.

· Good understanding of financial mathematics: stochastic analysis, Brownian motion, PDE's, etc

· C++ programming in a Windows/UNIX/Linux environment, VBA programming in Excel.

Candidates should have experience in the following areas:

· C++ pricing and risk analytics of corporate and/or securitized bonds and CDS

· Desk tool development: marking, pricing, relative value analysis

Compensation will be commensurate with relevant skills and experience.

Macquarie is an equal opportunity employer (M/F/D/V).