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See SELBY-JENNINGS-LONDON 271 Job offers
Senior Vice President Front Office Credit Quant Analyst–London-Circa £120,000 + significant bonus package
This forward-thinking US Investment Bank is looking for exceptional Credit Quant Analysts to join their ranks at one of their largest head-offices in London. They are looking for a highly talented Quantitative Analyst to join their award winning global Front Office Quant Analyst group, who are looking to expand at a rapid rate, considering they have been doing extraordinarily well in 2009 and are envisioning an even fruitful 2010. I
f you are not motivated and driven to be the best, this role is not for you. They are looking to hire someone to manage one of their large team of talented quants, who has the ability to encourage and inspire.
The successful candidate will be overseeing many of the advanced projects. The candidate will also be put on a training scheme to advance their career to Director Level.
Responsibilities for the Front Office Credit Quant Analyst role:
-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.
-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.
-Supporting the highly talented Credit Derivative traders, who are some of the most highly respected traders in the world. This trading floor is one of the biggest seen and are expected to expand further.
Required skills for the Front Office Credit Quant Analyst role:
This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank.
This role requires a combination of mathematical and programming skills, the successful candidate should:
-Hold a PhD in Finance, Economics, Statistics, Operational Research or another quantitative field from a top school.
-Have extensive experience in a quantitative analyst role, and experience working with prepayment models, interest rates, credit, credit cards, mortgages.
-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models,
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
-Need to know SAS and S-Plus.
-MUST have advanced & applied econometric modeling skills.
-MUST have advanced time series modeling skills.
The Person:
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-The ability to identify and fix problems quickly in a fast paced, exciting environment.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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