Snr Quant Analyst, Credit Derivatives, Large Hedge

2 days ago


London, United Kingdom eFinancial Careers Full time

**Corp Credit, CLOs, ABS/MBS, Lev Loans, Risk Modelling, C++, Python, R**

**KEY RESPONSIBILITIES**:

- Production of quant risk modeling & statistical analysis for a $multi-billion complex of opportunistic credit portfolios spanning all manner of corporate credit, structured credit and private credit
- Work with groups across risk, client reporting, PMs, technology & treasury
- Work directly with PMs to provide risk hedging advisory for specific portfolios or deals
- Improve the risk management and reporting process.

**ESSENTIAL SKILLS**:

- Over 5-10 years’ experience developing quant models for quant research & risk
- Hands-on C++, Intex, Python, SQL, R
- Strong knowledge of quant analysis for structured products: Agencies, RMBS, ABS, CMBS, CLOs, CDOs
- Background in Derivatives modeling
- Excellent communication skills across all levels
- PhD, Masters in scientific discipline (e.g. Physics, Quant finance, Mathematics, Engineering, etc.)



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