VP / Director Senior Quant CVA/ CD/ IR Hybrid’s desk.
JOB DESCRIPTION
A Globally, award winning Buy-side firm seek a VP-Director level senior Quantitative Analyst with extensive experience in Credit or Interest Rate models, with CVA exposure, to spearhead develop their new CVA hybrid quant platform. The desired candidate will have a minimum of 3 years direct CVA exposure and previous experience leading a team is advantageous although not a prerequisite. The group will allocate IT Quant’s to develop the platform through said candidates direction oversight.
Location: New York, USA
Requirements:
• VP – Director Level, 6-15 years experience
• Extensive experience within Interest Rates, Credit, CVA, Hybrid modeling
• 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
• Multi-tasking capabilities
• Strong communicative skills
• Excellent programming, C++, C#, Java, VBA, Matlab
• Confidence with a strong numerative background
• Strong Leadership skills
In Return:
• A huge opportunity to attain significant progression within the quant analytics sphere
• A large number of evolving projects to get your teeth stuck into and work expansively
• The chance to join one of the strongest fastest growing CVA teams on the street
• The chance to master and manage some of the most complex models you can put your mind too.
• Impressive remuneration structure that pay extremely well both on base and bonus
• Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
• Relocation allowance for overseas quant’s
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quantitative analytics, quantitative pricing, quant development, strategist, strats, quant pricing group, quantitative derivatives modeling, global analytics library, C++, Java, Python, hedge fund, buy-side, tier one, CVA, Credit Value Adjustment, Interest Rates, Credit, Counterparty credit risk
APPLY | quant.americas@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.
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.
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