Executive Job Description | The Quantitative Analyst will work with front office traders to support existing Fixed Income and Structured Credit analytics as well as write new ones. The chosen candidate will join a team responsible for a collection of C++ analytics, supporting the use by IT groups in C++, Java, C#, VB and front office use via Excel. The applicant will develop, test and document models for the business with particular focus on RMBS. Strong programming, mathematical skills are required.
BEST INDUSTRY – Banking/Financial Services
BEST DEPARTMENT – Sales, Trading
Qualifications
Masters degree in Math, Computer Science or similar Engineering or hard science field is required.. PhD Preferred. Credit derivative knowledge (CDO, CDS, LCDS, CDX etc) is preferred.
5+ years capital markets industry experience is required.
A minimum of 1+ years of fixed income securities, bonds, CMOs, CMBS, RMBS and associated analytics experience (OAS, OAD, WAL etc).
3+ years experience in C++ programming.
Strong communications skills are essential in this role.
Credit derivative knowledge (CDO, CDS, LCDS, CDX etc) would be good but can be learned. Experience with prepayment models would also be good.
Candidates must have demonstrated ability to clearly and effectively communicate with front office traders and business people as well as risk management and model validation Quants. |
