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Job Details

Senior Quantitative Analyst - Credit Flow

Permanent

Posted: 21 hours ago

Description:

Job Responsibilities

· Develop quickly and reliably prototypes to assess the behavior of a new methodology on a range of sample portfolios and recommend changes.

· Risk model changes & IT implementation.

· understanding of either credit flow or structured credit products

· Strong technical C++ or C# experience

· Write business requirement documents that specify the changes to be brought to the risk calculations, accompanied by a suite of relevant test cases.

· Liaise with the other teams to explain the margin changes and help them investigate suspicious end to end test results.

· Analyse risk measures on portfolios to explain the risk profile/variations of the risk profile of portfolios on an ad-hoc basis.

· Keywords: bonds, CDs, index options loan, bond analytics, credit bonds, distressed credit

Required Skills and Experience

· Master's degree (or equivalent) of a computer science or mathematical bias;

· Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)

· Data manipulation and database experience (SQL preferred).

· Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts/IT and Managers

· Strong organization skills / Ability to Multitask

· The flexible and hands-on approach

· Proactive in the promotion of new ideas

· Strong analytical, numerical and problem-solving skills, with good attention to details;

· Good communication skills, both oral and written

Excellent salary and bonus on offer, interviews over the next two weeks. Please apply ASAP

REFER A FRIEND

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on (0) or for more details

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Job Details

1582046769
Full Time
London, United Kingdom
Permanent