The fund is looking to hire an experienced Quant to join the Credit Investment team; your main responsibility will be to build and implement quantitative pricing models and tools to identify RV opportunities.
The Quant team is responsible for the development and maintenance of pricing models, trading & risk management tools and trade opportunity identification tools.
As a Credit Quant, you will work in a small team of Credit specialists and you will be involved in various projects, including:
- Build out analytics and risk management tools.
- Develop cutting-edge RV trading tools.
- Work closely with the wider Quant team to provide quantitative analytics support to the Investment Desk.
- Work on all aspect of quant projects from start to finish, including understanding the business problem, modelling and solving the resultant maths problem, sourcing data and coding the production solution.
The ideal candidate will have:
- At least two years of continuous working experience in the Credit space as a Quantitative Analyst in a top-tier institution.
- Strong mathematical and programming skills, ideally C# or Python.
- Postgraduate degree level education in a quantitative field from a top class institution.
- Solid experience working on derivatives pricing, modelling, trade tool building.