Credit Derivatives Quant/Strat – Tokyo recruitment
They will look outside of Credit as long as the candidate is smart/quick and most importantly an excellent communicator. The team has a background of computer science/engineering and spend most of the time focusing on developing code although they are also the primary modellers. Coverage is mostly flow but some previous exposure to exotics would be of benefit. Requirements Top candidate from a leading institution, with a Maths/Physics/Quant Finance MSc/PhD. 0 – 5 years front office quant experience.Credit derivatives product expertise is not essential but preferable.Must Read more […]
Credit Derivative Quant/Strategist recruitment
This is a front-office business-driven quantitative pricing, risk and modelling development role for the Credit business. This will be an Associate/VP level hire.RequirementsTop candidate from a leading institution, with a Maths/Physics/Quant Finance MSc/PhD. 0 – 5 years front office quant experience.Credit derivatives product expertise is not essential but preferable.Must have demonstrated the ability to cope with high pressure and tight timelines.Strong communication skills.For further information please contact John Meadowcroft on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Read more […]