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Credit Derivatives Front office Desk Quant., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 03-10-08
Job Description
A top investment bank with their largest office in London is currently looking to hire a senior individual for a desk quant role on their Credit Derivative s Trading Desk. This will see the successful candidate working directly with the Head of the Trading Desk and within a front office credit derivatives quantitative team of 6.
The successful individual will be expected top cover such issues as pricing, stochastic modeling, hedging and risk analytics for a wide range of products including:
CDO, CDO>2, CDS
ABS, RMBS
Correlation
The candidate will be expected to hold responsibility over 1 other quant in the team and moreover will be expected to bring innovative ideas on modeling and hedging to the desk.
The successful candidate will work WITH the traders and very closely with the structuring team and the risk management team.
The Successful candidate is likely to have the following profile:
A number of years experience in a front office credit derivatives modeling role or a credit mode validation role (with coding)
Expert level knowledge of a wide variety of credit exotic products (hybrids would also be beneficial)
Outstanding communication skills and an innovative personality to drive ideas and models forwards
A top PhD in a highly mathematical course with specific exposure to stochastic calculus, Brownian Motion etc
Expert level C++ and Excel skills
The pay / compensation for this role is outstanding and the best person will be rewarded with a top package.
Please apply to
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
The successful individual will be expected top cover such issues as pricing, stochastic modeling, hedging and risk analytics for a wide range of products including:
CDO, CDO>2, CDS
ABS, RMBS
Correlation
The candidate will be expected to hold responsibility over 1 other quant in the team and moreover will be expected to bring innovative ideas on modeling and hedging to the desk.
The successful candidate will work WITH the traders and very closely with the structuring team and the risk management team.
The Successful candidate is likely to have the following profile:
A number of years experience in a front office credit derivatives modeling role or a credit mode validation role (with coding)
Expert level knowledge of a wide variety of credit exotic products (hybrids would also be beneficial)
Outstanding communication skills and an innovative personality to drive ideas and models forwards
A top PhD in a highly mathematical course with specific exposure to stochastic calculus, Brownian Motion etc
Expert level C++ and Excel skills
The pay / compensation for this role is outstanding and the best person will be rewarded with a top package.
Please apply to
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
- The Team
- xdvdfdgrdfgretgreetg
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