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Mis à jour le vendredi 3 septembre 2010
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Voir les 279 annonces d'emploi de SELBY-JENNINGS-LONDON
Front Office Quant Analyst–Credit–London-£80,000
Our client a Top Tier U.S Investment Bank are looking to hire an outstanding PhD candidate with a strong quantitative background to join their rapidly expanding group.
The group delivers mathematical models, develops, and maintains the bank's C++ analytics library which supports the trading, risk management and other front/middle office systems in the Credit area.
Skills:
-You will have strong experience of CDS Swaption (single name and index), CM-CDS and Credit Range Accrual and other credit volatility products,
-Experience of Gap Risk modelling for credit CPPI, leveraged single name CDS and etc,
-Knowledge of Synthetic ABS CDO tranche, ABS CDS and index, ABS equity excess spreads,
-Base Correlation Mapping and random recovery model.
This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in globally.
Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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