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Quantitative Analyst - Credit

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

We are excited to be assisting an Investment Bank in their search for a Quantitative Analyst within their Credit Quant Research team.The role requires an experienced quantitative analyst to assist with the design and development of new and existing structured credit models as well as the ability to contribute towards the enhancement of their C++ Quant library.Requirements:

  • 5+ years in a quantitative analyst position
  • Strong C++ & Pythonprogramming experience
  • Knowledge and experience of Structured Credit
  • Regulatory experience - FRTB, LIBOR
This role will be based in their London office, typically 3 days a week in the office.

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