Vacancy detail

Credit Quant Strat - VP/Director levle

£120,000 – £150,000 perfomance based bonus

Location: United Kingdom (London – City of London, London) Type: Permanent

Credit Derivatives Quant Strat - VP/Director level

London based

You will be joining a group which delivers analytics and applications that solve quantitative problems for businesses across the firm.The design, specification and implementation are the responsibilities of Strats in close partnership with Trading, Sales, Middle Office and Technology groups.

The Credit Strats team is focused on credit trading and regulatory problems. Solutions to these are implemented within the strategic cross-asset platform.

Responsibilities:

  • Responsible for analysis, design and development of functionality to deliver to business requirements in C++ and Python.
  • Responsible for improving the automation of the risk & profit and loss (P&L) processes.
  • Responsible for extending the quoting platform to handle credit products.
  • Contribute to the optimization effort to improve the scalability of the cross-asset platform especially for the credit businesses.

Requirements:

  • In-depth knowledge of C++ programming language.
  • Experience of the credit business space - knowledge of products, models and credit risk measures is highly advantageous.
  • Experience with the Python programming language.
  • Ability to communicate effectively with peers and other diverse teams (stakeholders and partners).
  • Relevant education in an engineering, scientific or financial subject.

Reference: AMC/JME/CSVD123

Apply for this vacancy

Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.

Your name

Your email address

Attach a file (CV formats accepted: .doc, .docx, .txt, .pdf)

Message

Prior to submission of this form, the user acknowledges and accepts Anson McCade's Terms and Conditions of Use + Privacy Policy

I acknowledge and accept