Vacancy detail

Credit Derivatives Quantitative Analyst –VP

Location: United Kingdom (London, City of) Type: Permanent Start date: 04/07/2017

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 Cameron.Marett@AnsonMcCade.com or 0207 708 6700

Reference: AMC/CM. To apply for this vacancy: email Cameron Marett

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