Systematic Credit Quant

2 weeks ago

London Area, United Kingdom Rosehill Search Full time

**Role Overview:**

Rosehill Search, a leading finance recruitment agency, seeks a skilled Systematic Credit Quant for a Tier 1 US bank in London. You'll leverage your Quantitative expertise to develop cutting-edge models, specializing in algorithms, to enhance credit risk management. Additionally, you'll have the capacity to trade and provide valuable insights to the trading team.


**Responsibilities:**

- Develop and implement advanced Quant models for credit risk measurement, emphasizing algorithmic approaches.

- Conduct robust empirical analysis and back-testing to ensure model accuracy and reliability.

- Collaborate with traders and risk managers to integrate models into trading and risk management systems.

- Support regulatory compliance related to credit risk, such as Basel III/IV and IFRS 9.

- Provide Quant analysis and insights for credit portfolio management.


**Requirements:**

- Master's or Ph.D. in Finance, Mathematics, Statistics, Economics, or similar Quantitative field.

- Proficiency in coding languages such as Python, R, MATLAB, and C++ for modeling and analysis.

- Strong understanding of credit risk modeling concepts and methodologies.

- Previous experience in Quant roles within banking or finance, with a focus on algorithmic approaches.

- Associate-level experience is preferred.

- Experience with algorithmic trading or Quantitative finance algorithms is highly desirable.

- Capacity and willingness to engage in trading activities and provide insights to the trading team.


**How to Apply:**

Send your CV to Matthew at matthew@rosehillsearch.com, indicating the position "Systematic Credit Quant" in the subject line. Otherwise, use the easy apply button on LinkedIn and attach a copy of your CV

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