Quantitative Risk Analyst - Credit Derivatives - Hybrids

Posted on Dec 11, 2018 by Kite Human Capital Ltd

City, London United Kingdom
Immediate Start
£55k - £85k Annual

Quantitative Risk Analyst required to join a leading investment bank based in the city of London paying between £55,000 to £85,000 plus bonus and benefits.

My client is looking for candidates with experience in the quantitative analysis of Hybrid credits, Asset backed securities or other credit products and experience using C++.

You would be joining the Credit Valuations Team who are responsible for the valuation of complex credit derivative models. You would be playing an integral role in the independent review of model validation, calibration and assessing the impact of models on market and credit risk. You will also be working closely with Front Office, trading desks and risk control.

This is a great opportunity for quantitative individuals to be involved in complex modelling. If you have the relevant experience apply ASAP as the hiring manager is actively booking interviews.

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Reference: 597317728

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