Our client a Top Investment Bank are looking to hire an outstanding PhD quant analyst with a strong quantitative background. -This Front office quant team deliver mathematical models and maintain the bank's C++ analytics library which supports the trading, risk management and other front office systems in the Structured Credit and Securitized Products area, -You will have extensive experience of dealing with CDS Swaptions (single name and index), CM-CDS and Credit Range Accrual and other credit volatility products, -You will be involved in Gap Risk modelling for credit CPPI, leveraged single name CDS and etc, -Synthetic ABS CDO tranche, ABS CDS, -Base Correlation Mapping and random stochastic recovery model. This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in New York, London and Paris. Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com | ||
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Vice President Front Office Quant Analyst–Credit Exotics and Securitized Products–London-Top Investment Bank-Excellent Compensation
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