Credit derivatives quantitative analyst for front office trading role : London
In Analysis JobsTop tier EU investment bank is currently seeking an exceptional candidate with up to 5 years experience in quantitative analytics to join their credit derivatives trading platform. This rare opportunity in structured credit will see the successful candidate join in the trading team in a Vice President postion and report to the head of the desk in London.
The successful candidate should have previous experience in quantitative modeling of structured credit and its products. For this reason you should be educated to a PhD or DEA level in a highly quantitative course and have gained experience of stochastic processes in relation to the mathematical modeling of credit derivatives and hybrids. The successful candidate will also be highly skilled in regards to programming. Your previous experience may have seen you develop HJM 4 factor cross-currency CCDS model used for hybrids and credit contingent trades.
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