· 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 firstname.lastname@example.org for more details
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