Credit Derivatives Quant

1 week ago


New York, New York, United States Selby Jennings Full time

I am working with a top Global Investment Bank that is looking to hire an experienced Credit Quant to their team in NY. The group has grown over the last year and needs to bring someone on that brings expertise from both a modeling an analytics perspective. They need this person to be hands on programmer that can also contribute to the development of systematic credit trading strategies. In this seat you would be working alongside the head of the team and partnering directly with trading. Excellent opportunity to join an established business that has been a market leader in the credit space for years.

Responsibilities:

  • Develop pricing and risk models of credit derivatives (CDS, CDO, TRS, swaptions, tranches, etc.)
  • Develop trading tools and strategies for systematic trading
  • Work directly to support the credit trading desk and collaborate with risk and technology teams

Requirements:

  • 3+ years in a front office quant modeling role, ideally with exposure to credit products
  • Proficiency in both C++ and Python
  • MS or PhD in a quantitative discipline
  • Strong problem solving abilities and experience conveying complex and technical concepts

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