Credit Derivatives Quantitative Analyst -VP

Recruiter
Anson McCade
Location
London
Salary
Competitive
Posted
25 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

Credit Derivatives Quantitative Analyst -VP

London

My client is a top-tier investment bank and is looking to hire a VP or ED with a strong understanding of the credit derivatives business to lead this area on their fixed income desk

This role has a great deal of visibility within the business and an exciting remit. The successful candidate will have a strong background in either flow or structured credit and will be comfortable coding in C++ or Python.

Essential requirements:

  • Strong programming skills and experience. Preferred programming languages: C++ & Python.
  • Strong quantitative analytic, modelling, pricing and risk management skills and experience.
  • Very good understanding of (all areas of) Rates businesses and markets; experience and skills to solve complex business problems in these areas.
  • Typically Masters or Ph. D. in Math, Physics or Computer Science.
  • Ability to operate as a team player and to communicate effectively across multiple teams and functions.

For more information, contact Cameron Marett at or