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VP Credit Quant

  • Location: London
  • Sector: Quantitative
  • Salary: £90000 - £120000 per annum + bonus
  • Job type: Permanent
  • Date posted: 27/06/2018
  • Job reference: MA29189
This vacancy has now expired.

There is an opportunity for a promising quantitative analyst to work in a leading investment bank in London in a VP level model risk credit quant function.

The team work in a C++ pricing library environment and are actively engaged with the FO quants and the traders for a variety of pricing models used for traded credit and credit derivative products such as ABS, RMBS, etc.

The role is a strongly technical function and will suit someone with experience in credit product model development or validation. You will be working with some of the best quants in the business, and they will invest their knowledge into the team; they have a strong vision for this function going forward.

This will require strong mathematics and C++ experience, preferably from another credit modelling function, but open to seeing candidates from other asset class experience.

Compensation wise, they are looking in the range of £90,000 - £120,000 and offer a good bonus component

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