For Recruiters

Senior Quantitative Analyst - Credit Flow

S.R Investment Partners
London, United Kingdom
Posted 3 days ago Permanent £ Competitive + Great bonus
Shanaz
Posted by
Shanaz Rob
Managing Partner
A Global Investment Bank is recruiting a Front Office Quantitative Analyst with either Structured Credit or Credit flow experience. This is for a front office Quant to work with the Flow trading desks on pricing and hedging of flow products. Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.

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 +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details

 

Follow our page for updates: https://www.linkedin.com/company/srinvestmentpartner

 

Job ID  credit flow
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