Structured Credit Quant
Based on the trading floor, the quant will be exposed to complex pricing models and risks and will need to know how to build pricing models for tranches / secuturized derivatives, CDO's. The portfolio focus is a hybrid of legacy and new deals.
If you have a PhD, plus VP level experience within structured credit quantitative analytics with C++ or python experience- building pricing models - then please drop your profile to chris.finn@eamesconsulting.com or ring 02070923264 for more information
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