- Develop models and enhance the core Credit Quant analytics library (C++) and build front office tools
- Build out library functionality (C++) for valuation, risk, scenario, for OTC & listed derivatives
- Development of models used for pricing and risk management, including PnL Explain & Capital Charges tools
- Supporting the Sales & Trading desk by providing them with quantitative tools
- Mentor and help managing the junior members of the team
- Provide associated risk management tools
- Deliver analytics documentation and test materials
- 5 years+ as a Credit Quant covering several of the following areas: CDS, Bonds, CLNs, Repack Swaps & Notes, CMS spreads, Convertibles, Loans, Structured Credit, Credit Index Options, Quanto CDS, etc.
- Excellent modern C++ skills, into a managed pricing library. Also Python, SQL, etc.
- Strong communicating skills with, traders, stakeholders, risk, & IT (some understanding Optimisation & Cloud Compute will be useful).
- Passion for credit, markets and modelling
- Good understanding of Bond basis models, CMS Rate & Forward Swap Rates, good intuition about the Rates sensitivity of a CDS., etc.
- Familiar with: Stochastic correlation, Callable bond modelling, etc. & FRTB will be helpful.
- PhD or Masters in a quantitative discipline
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Structured Credit Quant Analyst
Found in: Ziprecruiter UK C2 - 5 days ago
Convergence London, United KingdomJob Description · Convergence: · Convergence is a rapidly growing insurtech startup transforming the insurance industry with a sharp focus on insuring credit risk. Our innovative approach transfers risk from bank clients to (re)insurers, achieving regulatory capital relief and ri ...
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Quant Risk and Valuations Manager
Found in: Ziprecruiter UK C2 - 3 days ago
Apollo Solutions Greater London, United KingdomJob Description · Quantitative Risk and Valuations Manager - London · Advisory Services - Consulting · Strong Starting Basic Salary + Benefits + Bonus · Our client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory ...
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Quant Risk and Valuations Manager
Found in: Appcast UK C C2 - 4 days ago
Apollo Solutions Greater London, United KingdomQuantitative Risk and Valuations Manager - London · Advisory Services - Consulting · Strong Starting Basic Salary + Benefits + Bonus · Our client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory projects in their ...
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Quant Dev/Analyst
Found in: Appcast UK C C2 - 5 days ago
Barclay Simpson London, United KingdomOur client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++. · This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide your input, advice an ...
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Software Engineer
Found in: Ziprecruiter UK C2 - 5 days ago
Acquire Me London, United KingdomJob Description · Quant Developer - Python · Our client is a renowned global market making firm. They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively growing pr ...
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Risk Manager
Found in: Jooble UK O C2 - 5 days ago
Apollo Solutions London, United KingdomQuantitative Risk and Valuations Manager - London Advisory Services - Consulting · Strong Starting Basic Salary + Benefits + Bonus · Our client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory projects in their ...
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Quant Dev/Analyst
Found in: Ziprecruiter UK C2 - 3 days ago
Barclay Simpson London, United KingdomJob Description · Our client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++. · This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide you ...
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Fixed Income
Found in: Ziprecruiter UK C2 - 3 days ago
Augmentti London, United KingdomJob Description · We are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancin ...
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Fixed Income
Found in: Appcast UK C C2 - 4 days ago
Augmentti London, United KingdomWe are working with a systematic, quant hedge fund that manages over $18bn and with 800+ people across Europe & APAC, and specifically with their central Modelling group in London where they're looking hire into the team which is working on building and enhancing the firm's new p ...
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Front Office Quant
Found in: Ziprecruiter UK C2 - 5 days ago
Barclay Simpson London, United KingdomJob Description · We have another exciting opportunity for a Front Office Quant to work at one of the biggest global banks and support the Trading team in improving/creating a new pricing algorithm and new e-trading platform. · This role offers global experience plus Front Office ...
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Software Engineer
Found in: Jooble UK O C2 - 4 days ago
Acquire Me London, United KingdomQuant Developer - Python · They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively growing proprietary trading firm who are looking to make a considerable push int ...
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Software Engineer
Found in: Ziprecruiter UK C2 - 3 days ago
Acquire Me London, United KingdomJob Description · Front Office - Software Engineer · Our client is a renowned global market making firm. They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively gro ...
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Quantitative Analyst, Credit Derivatives
Found in: Appcast UK C C2 - 5 days ago
Tempest Vane Partners London, United KingdomThe Client · My client is a leading FinTech business delivering technology and investment management infrastructure services to some of the world's leading hedge funds and asset managers. · What You'll Get · An opportunity to be part of one of the most exciting FinTech businesses ...
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Software Engineer
Found in: Appcast UK C C2 - 6 days ago
Acquire Me London, United KingdomFront Office - Software Engineer · Our client is a renowned global market making firm. They're hiring for an exception Python Quant Developer to join their growing Systematic Credit Trading team. This is an incredible opportunity to join a small yet actively growing proprietary t ...
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Credit Risk Manager
Found in: Appcast UK C C2 - 4 days ago
Quant Capital London, United KingdomCredit Scorecard Manager · £120,000 Plus 10% Bonus · Remote Working 2 days per month in the office · Quant Capital is urgently looking for a Credit Risk Manager to join our high profile client. · My Client is a well known global (yet not too corporate) financial software (fin ...
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Senior Credit Risk Manager
Found in: Appcast UK C C2 - 4 days ago
Quant Capital London, United KingdomData Scientist / Credit Risk Manager - Fintech · Up to £130,000 Plus 10% Bonus · Remote Working 2 days per month in the office · Quant Capital is urgently looking for a Data Scientist / Credit Risk Manager to join our high profile client. · My Client is a well known global (y ...
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C++ Team Lead- Leading Global Hedge Fund
Found in: One Red Cent EUR eFC C2 - 4 days ago
Oxford Knight London, United Kingdom Full timeThis firm is assembling a strong Quant Technology team to build the next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries, providing firm-wide live risk and P&L to support trading in Fixed Inc ...
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C++ Team Lead
Found in: Appcast UK GBP C2 - 4 days ago
Millennium Management London, United KingdomC++ Team LeadWe are assembling a strong Quant Technology team to build our next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries, providing firm wide live risk and Profit&Loss to support tradi ...
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Credit Risk Manager
Found in: Ziprecruiter UK C2 - 3 days ago
Quant Capital London, United KingdomJob Description · Credit Scorecard Manager · £120,000 Plus 10% Bonus · Remote Working 2 days per month in the office · Quant Capital is urgently looking for a Credit Risk Manager to join our high profile client. · My Client is a well known global (yet not too corporate) financial ...
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Risk Manager
Found in: Jooble UK O L C2 - 3 days ago
Apollo Solutions London, United KingdomQuantitative Risk and Valuations Manager - LondonAdvisory Services - ConsultingStrong Starting Basic Salary + Benefits + BonusOur client is looking for someone to progress their career in a dynamic role, dealing with a variety of valuations and advisory projects in their growing ...
Snr Credit Quant - London, United Kingdom - Millar Associates
Description
Snr Credit Quant (Flow & Structured), (VP), London
London Ref: FCQA-1008 Total to £260k + Benefits Top-Tier Global Investment Bank CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, Structured Credit, C++, PythonThe global Quant Research group at this Tier-1 Investment Bank is seeking an enthusiastic Credit Quant to further develop their analytics for credit cash and derivative products and associated analysis tools to meet the needs of their Traders & Risk Managers. This is a great opportunity to work with traders & quantitative peers in developing a range of Credit products in a tier-1 banking group.
RESPONSIBILITIES:
KEY SKILLS & EXPERIENCE:
