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Partager cette information : 
Fixed Income quant, London, UK, Europe, Salary: Circa £130 000 + bonus + benefits
Top Tier one Investment Bank is currently seeking an experienced Fixed Income ABS/RMBS quant with modeller skills to join their growing team and be able to take on responsibility from the day one.
The individual will work with front office traders to support existing Fixed Income and Structured Credit analytics as well as write new ones.
The ideal 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 also develop, test and document models for the business with particular focus on RMBS. Strong programming, mathematical skills are required. 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.
Key Criteria:
-PhD/Masters degree in Math, Computer Science or similar Engineering or hard science field,
-PhD in quant field is preferred,
-A minimum of 4+ years of Fixed Income experience,
-A minimum of 2+ years of fixed income securities, bonds, CMOs, CMBS, RMBS and associated analytics experience (OAS, OAD, WAL etc),
-A minimum of 4+ experience in C++ program,
-Strong communications skills,
-Credit derivative knowledge (CDO, CDS, LCDS, CDX etc) would be advantageous.
To apply or for more information, please by mail, 00 44 207 019 4137
Key Words: quant, Modeller, Fixed income, ABS, RMBS, PhD, Masters, CDO, CDS, bonds, C++; mortgages; CDO; CDS; PhD; Masters
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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