£££ Excellent, including Front Office Bonus

Top-tier Investment Bank

Flow Credit Derivatives, e.g. CDOs, FTDs, CLNs, Repacks, Leverage Notes, (C++, C#, Python)

The global Quant Research group at this Tier-1 Investment Bank is seeking an experienced Quantitative Analyst for the Credit trading desk to develop and implement Flow Credit models for its global fixed income trading group. With a minimum of 3-8 years in quant finance, Quant development, trading environments, this is a great opportunity to work with traders & quantitative peers in developing & supporting the trading of a range of Credit derivatives in the Front Office

KEY RESPONSIBILITIES:

• Support flow credit quantitative models, analytics libraries and tools.
• Support of Flow trading desks on pricing and hedging of flow products
• Development of models used for pricing and risk management, including PL Explain and capital charges
• Support the team on pricing all related requests
• Develop risk tools
• Develop tools for the flow credit trading teams
• Support and collaborate with Trading, Sales, IT, Market Risk and Research globally
• Design new analytic approaches for Flow Credit risk metrics

KEY SKILLS AND EXPERIENCE:

• Flow Credit knowledge, e.g., CDOs, FTDs, CLNs, Repacks, Leverage Notes, etc, or similar experience in Rates / Quant hybrids teams.
• Strong technical skills with experience in a quant team coding in C++/C#/Python, modelling & systems
• Data manipulation and database experience
• Strong communication skills (internal and external) / Ability to liaise with Quants / Risk / IT and Traders
• Master’s or PhD in Math, Physics, Stats, Comp Sci, other engineering