This top-tiered European Investment Bank is looking to take on a talented senior Credit Quant Analyst to join their ranks at their head-offices in London.
This front office credit quant analyst team are highly regarded in the industry for being market leaders and set the standard for market activity.
The MD's they will be reporting to are also globally recognised for their work so far, and to be reporting directly to them will give this individual global visibility making career progression easy.
Their flat organisational structure is in place as it allows company expansion more feasible. This individual will have to be an experienced Quant Analyst as s/he will be expected to hit the ground running as they will be leading a large team of junior-mid level quant analysts, which is only expected to grow in time.

Responsibilities for the Front Office Credit Quantitative Analyst role:
-Supporting the senior traders on the Credit desk, clarifying model performance and results to traders, with the opportunity to develop and create their own models which will be expected to be used by traders globally.
-Working closely with Credit derivatives products, gaining wide insight into all exotic products.
-Reporting directly to the Managing Director, who is well-known internationally.
-Develop pricing tools for the team.
-Identifying potential sources of risk and conduct scenario analysis
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.

Skills:
-Quant modeling experience in fixed income, especially in calibrating credit models.
-Experience in valuing credit derivatives.
-PhD in Mathematics/Financial Engineering/Physics or other related subject from a top University.
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
-Good knowledge of programming languages such as C++, VBA, Matlab, Latex.

The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individual 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.