Systematic Credit Quant Researcher- Global Bank, London

Introduction

Our client, a leading financial banking institution in London is seeking to recruit a highly skilled and experienced individual for the position of Systematic Credit Quant Researcher. As part of this role, you will take the lead in on building their systematic credit platform from what is now in early-stage and migrating their existing activity from a vendor platform to this greenfield internal platform.

Key Responsibilities:

Develop, test, and document mathematical models and analytical tools within the systematic credit space.

Design technical solutions as required by the credit desk.

Coding analytics used by the trading algorithms

Develop model calibration routines and market data analytics.

Collaborate closely with other team members to ensure the smooth functioning of the Credit Desk.

Certifications, Qualifications, and Experience:

3-8 years of experience as a Quantitative Analyst developing models in quantitative finance.

A degree in mathematical finance, science, or mathematics from a prestigious university.

Knowledge of standard pricing models used in the investment banking industry (e.g., Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework).

Proficiency in C++ (preferably using Visual Studio) with knowledge of modern C++ (at least C++11).

Understanding of Credit Products and Models.

Experience with version control systems (e.g., Git) and distributed software development processes.

Proven capability to thrive in a high-paced environment, managing multiple tasks simultaneously.

Embraces an open-minded, collaborative approach with a strong team spirit.

If you think you'd be a good fit for the role and would like to apply please submit your CV