Credit Quantitative Analyst - Flow credit Credit Quantitative Analyst - Flow credit …

S.R Investment Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 11 Aug 20
£competitive + Bonus
S.R Investment Partners
in London, England, United Kingdom
Permanent, Full time
Last application, 11 Aug 20
£competitive + Bonus
S.R Investment Partners
A global Investment Bank is recruiting a Front Office Quantitative Analyst with experience as a Credit Flow Quant.

A global Investment Bank is recruiting a Front Office Quantitative Analyst with experience as a Credit Flow Quant . This is for a front office Quant to Support of Flow trading desks on pricing and hedging of flow products. Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools. 

CDS Clear’s risk model framework covers mainly market risk on all risk factors of the European and American / index and single-name CDS products as well as Credit Index Options, from usual price moves to jump to default risk and liquidity issues. The individual will be involved in enhancing the existing risk model; recommend methodology changes based on quantitative analysis; write business requirements and design corresponding unit test cases for the risk changes, and provide general support to the test team for risk-related issues.

Job Responsibilities

·       Risk model methodology changes

·       Propose innovative and workable solutions to cover against market risk and product-specific risks.

·       Develop quickly and reliably prototypes to assess the behavior of a new methodology on a range of sample portfolios and recommend changes.

·       Present and document the recommended changes in methodology in a clear and concise manner.

·       Risk model changes IT implementation.

·       Write business requirement documents that specify the changes to be brought to the risk calculations, accompanied by a suite of relevant test cases.

·       Liaise with the other teams to explain the margin changes and help them investigate suspicious end to end test results.

·       Analyse risk measures on portfolios to explain the risk profile/variations of the risk profile of portfolios on an ad-hoc basis.

Required Skills and Experience

·       Master’s degree (or equivalent) of a computer science or mathematical bias;

·       Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modelling, systems) 

·       Data manipulation and database experience (SQL preferred). 

·       Strong communication skills (internal and external) / Ability to liaise with Quantitative Analysts/IT and Managers 

·       Strong organization skills / Ability to Multitask 

·       Flexible and hands-on approach 

·       Proactive in the promotion of new ideas 

·       Strong analytical, numerical and problem-solving skills, with good attention to details;

·       Good communication skills, both oral and written

 

 Excellent salary and bonus on offer, interviews over the next two weeks. Please apply ASAP

 

REFER A FRIEND

 

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details

Follow our page for updates: https://www.linkedin.com/company/srinvestmentpartners

 

Company Overview

Who We Are:

SR Investment partners are driven by financial service’s needs, influences and opinions, as opposed to the recruitment industry model. This is what makes us stand out and helps us create strong partnerships and attract the top talent. Our goal is providing a competitive edge by concentrating on market-specific solutions for revenue-generating talent in the world’s most demanding environment. In this fluid and fast-paced environment, organisations must be prepared to go to battle for top talent, hence SR Investment partners.

What We Do:

We are a selective financial service recruitment firm that specialises in identifying high-calibre mid to senior professionals, relevant to the investment management industry, working for both the buy side and sell side across all asset classes. We provide key talent and solutions to Hedge Funds, Asset Management firms, Investment Banks, Family Offices, Sovereign Wealth Funds, Private Equity, Insurance, Trading Houses, & Investment Managers. We help build, guide and grow organisations despite the complexity of their business landscape.

We provide consultancy, permanent, contract and executive search solutions for our clients in Europe, the Americas, Middle East, and Asia. We help build, guide and grow organisations despite the complexity of their business landscape. We have great trusted partnerships within the financial services industry who support us in everything we do. WHY? because they trust us. When we agree to work together, our path to the future is paved with mutual trust — a trust composed of integrity, competence, and cooperation. We serve boards, C-level leaders, Head of desk, Executive team and their organisations. We enable and deliver continuous advantage for our clients. They experience breakthrough results through rapidly spawning new and distinct ways of thinking, working and being ahead.

Contact Us

Tel: +44 (0)203 603 4474

Email: Enquiries@srinvestmentpartners.com

Website: https://www.sr-investmentpartners.com/

LinkedIn: https://www.linkedin.com/company/srinvestmentpartners 

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