Front Office Flow Credit Quant, (VP), London

Flow Credit, e.g. CDOs, FTDs, CLNs, Repacks, Leverage Notes

KEY RESPONSIBILITIES:

• Support flow credit quantitative models, analytics libraries and tools.
• Support of Flow trading desks on pricing and hedging of flow products
• Development of models used for pricing and risk management, including PL Explain and capital charges Tools
• Support and collaborate with Trading, Sales, IT, Market Risk and Research globally
• Assist development of the Front office Credit platform
• Design new analytic approaches for Flow Credit risk metrics
• Mentor and help managing the junior members of the team

KEY SKILLS AND EXPERIENCE:

• Flow Credit knowledge, e.g., CDOs, FTDs, CLNs, Repacks, Leverage Notes, etc, or similar experience in Rates / Quant hybrids teams.
• Strong technical skills with experience in a quant team coding in C++/C#/python, modelling & systems
• Data manipulation and database experience (SQL preferred)
• Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts / IT and Managers
• Master’s or PhD in Math, Physics, Stats, Comp Sci, other engineering