Credit Quant -

  • Competitive Base + Bonus + Benefits
  • London, England, United Kingdom
  • Permanent, Full time
  • ITS-City Ltd
  • 14 Aug 17

Credit Quant urgently required at leading Financial Institution to join a dynamic & intellectually stumlatiing environment.

Joining this advanced London based Counterparty Credit Risk CCR Quantitative Team, you will be responsible for developing CDO Models Collateral Debt Obligation Model in C++, VBA and or Python. You possess key modelling skills, working on Correlation Projects, Securitisation Tasks. You will also build, develop and maintain the IRC Model, working on FRTB DRC Default Risk Charge Model

You possess excellent communication skills, be able to work under pressure, meet deadlines and effectively liase with several stakeholders for eg. Front Office Quants, Traders IT Model Validation & Risk Teams.

Academically you possess a Master Degree in a Quantitative Discipline at a Top University, with ideally between 3 - 6 years commercial experience with derivative pricing knowledge and or Portfolio Analytics expertise