Front Office Flow Credit Quant, Assoc-VP, London
other jobs eFinancial Careers
Added before 9 Days
- England,London,City of London
- full-time
- Competitive salary
Job Description:
Top-tier Investment Bank:
Flow Credit Derivatives, for example:
CDOs, FTDs, CLNs, Repacks, Leverage Notes, (C++, C#, Python)
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
Flow Credit Derivatives, for example:
CDOs, FTDs, CLNs, Repacks, Leverage Notes, (C++, C#, Python)
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
Job number 1805081
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Company Details:
eFinancial Careers
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