Credit Derivatives Quant recruitment
An opportunity is available to join a credit derivatives quant team responsible for developing and maintaining models for valuation, risk, PL calculations, as well as quoting and market making algorithms and analysis tools for the credit flow and exotics businesses at associate or VP level.Key responsibilities:• Development of models and procedures for pricing, risk, and PL• Model performance analysis, reserve methodology specification, regulatory analysis• Improvements of marking tools and algorithms for updating illiquid market data.• Market making algorithms and statistical analysis Read more […]
May 26, 2012
• Tags: Credit Derivatives Quant recruitment, Derivatives careers in the UK • Posted in: Financial • Comments Off on Credit Derivatives Quant recruitment